Database exists, assume schema does, too.

Seasonal Indexes

	03-31	06-30	09-30	12-31
0	Energy ETF	Information Technology ETF	Information Technology ETF	Information Technology ETF
1	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Financials ETF
2	Utilities ETF	Energy ETF	SP500	Materials ETF
3	SP1500	Materials ETF	Industrials ETF	SP600
4	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF
5	SP500	SP500	Health Care ETF	SP400
6	SP600	SP600	Utilities ETF	SP500
7	Health Care ETF	SP400	Consumer Staples ETF	SP1500
8	Consumer Staples ETF	Health Care ETF	Financials ETF	Health Care ETF
9	SP400	Communication Services ETF	Materials ETF	Consumer Staples ETF
10	Financials ETF	Real Estate ETF	Communication Services ETF	Energy ETF
11	Consumer Discretionary ETF	Financials ETF	SP400	Utilities ETF
12	Real Estate ETF	Industrials ETF	Real Estate ETF	Industrials ETF
13	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF
14	Communication Services ETF	Utilities ETF	Energy ETF	Communication Services ETF

	03-31	06-30	09-30	12-31
SP1500	-0.010622	0.081757	0.041626	0.049958
SP500	-0.011990	0.080771	0.045646	0.050086
SP600	-0.017768	0.080509	0.019158	0.057970
SP400	-0.019859	0.080174	0.020554	0.051549
Communication Services ETF	-0.032872	0.075995	0.022591	0.017899
Consumer Discretionary ETF	-0.021214	0.120254	0.052510	0.052777
Consumer Staples ETF	-0.018663	0.035480	0.034807	0.045915
Energy ETF	0.055913	0.096281	-0.039735	0.042416
Financials ETF	-0.020711	0.061049	0.030176	0.065446
Health Care ETF	-0.017923	0.078706	0.041045	0.047467
Industrials ETF	-0.011020	0.058300	0.045427	0.039920
Information Technology ETF	0.006217	0.121831	0.068693	0.067531
Materials ETF	-0.026671	0.082827	0.027940	0.058669
Real Estate ETF	-0.026416	0.075756	0.019424	0.038472
Utilities ETF	-0.001263	0.026125	0.039218	0.042001

Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison
Current

	06-17
Energy ETF	-0.043815
Consumer Staples ETF	-0.096218
Utilities ETF	-0.125888
Health Care ETF	-0.134327
Materials ETF	-0.161041
SP600	-0.165794
Industrials ETF	-0.178228
SP1500	-0.184779
Financials ETF	-0.187815
SP500	-0.189930
Real Estate ETF	-0.190735
SP400	-0.192427
Communication Services ETF	-0.226489
Information Technology ETF	-0.232112
Consumer Discretionary ETF	-0.260025

standard deviations

	03-31	06-30	09-30	12-31
SP1500	0.134644	0.072380	0.037999	0.110320
SP500	0.127411	0.070450	0.039033	0.106496
SP600	0.199479	0.088447	0.037096	0.179394
SP400	0.157662	0.100224	0.037075	0.138781
Communication Services ETF	0.138244	0.095192	0.045269	0.123434
Consumer Discretionary ETF	0.151791	0.146922	0.083611	0.127243
Consumer Staples ETF	0.096633	0.035421	0.049261	0.063730
Energy ETF	0.369457	0.166709	0.099129	0.202483
Financials ETF	0.192299	0.053666	0.014462	0.140299
Health Care ETF	0.079810	0.054107	0.065798	0.098650
Industrials ETF	0.178470	0.072339	0.066050	0.134044
Information Technology ETF	0.135329	0.113409	0.054569	0.136753
Materials ETF	0.163483	0.099766	0.065317	0.127072
Real Estate ETF	0.161483	0.056090	0.032025	0.078165
Utilities ETF	0.092016	0.021473	0.033841	0.054883

t scores

	03-31	06-30	09-30	12-31
SP1500	-0.035281	0.505153	0.489908	0.202519
SP500	-0.042087	0.512730	0.522980	0.210329
SP600	-0.039834	0.407076	0.230960	0.144515
SP400	-0.056330	0.357747	0.247928	0.166115
Communication Services ETF	-0.106341	0.357027	0.223180	0.064848
Consumer Discretionary ETF	-0.062503	0.366041	0.280865	0.185493
Consumer Staples ETF	-0.086371	0.447954	0.315992	0.322196
Energy ETF	0.067680	0.258283	-0.179260	0.093682
Financials ETF	-0.048166	0.508740	0.933164	0.208614
Health Care ETF	-0.100433	0.650529	0.278976	0.215182
Industrials ETF	-0.027615	0.360421	0.307577	0.133187
Information Technology ETF	0.020546	0.480423	0.562966	0.220841
Materials ETF	-0.072960	0.371283	0.191302	0.206478
Real Estate ETF	-0.073157	0.604012	0.271246	0.220111
Utilities ETF	-0.006140	0.544116	0.518265	0.342246

p values

	03-31	06-30	09-30	12-31
SP1500	0.487036	0.675887	0.671106	0.573766
SP500	0.484537	0.678247	0.681422	0.576557
SP600	0.485364	0.644372	0.583899	0.552872
SP400	0.479310	0.627889	0.589904	0.560685
Communication Services ETF	0.461012	0.627646	0.581136	0.523813
Consumer Discretionary ETF	0.477047	0.630688	0.601465	0.567662
Consumer Staples ETF	0.468307	0.657720	0.613641	0.615774
Energy ETF	0.524851	0.593553	0.434579	0.534366
Financials ETF	0.482306	0.677006	0.790214	0.575945
Health Care ETF	0.463168	0.719135	0.600805	0.578288
Industrials ETF	0.489852	0.628793	0.610739	0.548761
Information Technology ETF	0.507551	0.668108	0.693606	0.580304
Materials ETF	0.473215	0.632451	0.569748	0.575182
Real Estate ETF	0.473143	0.705773	0.598102	0.580044
Utilities ETF	0.497743	0.687902	0.679964	0.622630

array([[<AxesSubplot:title={'center':'03-31'}>,
        <AxesSubplot:title={'center':'06-30'}>],
       [<AxesSubplot:title={'center':'09-30'}>,
        <AxesSubplot:title={'center':'12-31'}>]], dtype=object)

	Energy ETF	Consumer Staples ETF	Utilities ETF	Health Care ETF	Materials ETF	SP600	Industrials ETF	SP1500	Financials ETF	SP500	Real Estate ETF	SP400	Communication Services ETF	Information Technology ETF	Consumer Discretionary ETF
2017-03-31 00:00:00	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan	nan
2017-06-30 00:00:00	-0.078709	0.010040	0.022113	0.072895	0.026999	0.018327	0.042167	0.030375	0.038955	0.030708	0.017375	0.031752	-0.024136	0.041388	0.028386
2017-09-30 00:00:00	0.069612	-0.012346	0.031518	0.040565	0.066617	0.064962	0.052781	0.044807	0.052789	0.045666	0.008095	0.035020	0.015498	0.083223	0.014521
2017-12-31 00:00:00	0.073946	0.059268	0.000687	0.018576	0.071798	0.038747	0.066175	0.066880	0.073683	0.069917	0.012742	0.074139	0.000763	0.093087	0.097848
2018-03-31 00:00:00	-0.078807	-0.073521	-0.033734	-0.020049	-0.072483	-0.011631	-0.033542	-0.021321	-0.015065	-0.024130	-0.086159	-0.003978	-0.085669	0.020711	-0.001942
2018-06-30 00:00:00	0.150528	0.006353	0.053422	0.055259	0.036210	0.106722	-0.008057	0.052094	-0.011331	0.047568	0.094633	0.045520	0.035862	0.080437	0.088528
2018-09-30 00:00:00	0.021911	0.050064	0.019751	0.137698	0.007338	0.032842	0.094874	0.070536	0.031675	0.078236	0.000044	0.032902	0.023115	0.117719	0.066008
2018-12-31 00:00:00	-0.267451	-0.055862	0.009925	-0.108129	-0.154310	-0.193040	-0.183620	-0.142834	-0.138848	-0.137319	-0.058855	-0.172165	-0.143117	-0.174415	-0.162070
2019-03-31 00:00:00	0.178564	0.111156	0.103055	0.081835	0.126958	0.124660	0.183161	0.151853	0.109942	0.144236	0.173365	0.157497	0.139541	0.217473	0.157197
2019-06-30 00:00:00	-0.048754	0.036556	0.035855	0.017469	0.040951	0.010843	0.034436	0.039106	0.067026	0.040369	0.015389	0.030815	0.035928	0.054745	0.040127
2019-09-30 00:00:00	-0.075658	0.056319	0.090872	-0.035439	-0.013089	-0.004200	0.004465	0.006291	0.013235	0.011423	0.075811	-0.009122	-0.002023	0.016115	0.002509
2019-12-31 00:00:00	0.054552	0.036517	0.002011	0.147851	0.066971	0.082573	0.058155	0.090490	0.096390	0.089876	0.005745	0.066590	0.086727	0.139034	0.056223
2020-03-31 00:00:00	-0.523877	-0.141472	-0.141270	-0.131539	-0.278876	-0.328050	-0.279339	-0.205302	-0.330709	-0.194477	-0.241350	-0.247693	-0.187109	-0.131215	-0.231167
2020-06-30 00:00:00	0.332245	0.094561	0.024507	0.164463	0.260712	0.223617	0.182339	0.206715	0.135641	0.201618	0.135399	0.259149	0.224230	0.318555	0.379795
2020-09-30 00:00:00	-0.188315	0.098022	0.051209	0.062281	0.120651	0.032878	0.118587	0.086119	0.028859	0.090383	0.013268	0.068091	0.097573	0.120087	0.192380
2020-12-31 00:00:00	0.300830	0.074374	0.073335	0.101111	0.172363	0.312278	0.178685	0.132216	0.253698	0.121185	0.092916	0.211458	0.182130	0.138205	0.172875
2021-03-31 00:00:00	0.324479	0.030385	0.031042	0.025327	0.105419	0.184526	0.116450	0.070761	0.165207	0.063518	0.087920	0.084662	0.083288	0.015110	0.073815
2021-06-30 00:00:00	0.126094	0.029888	-0.005272	0.083442	0.049264	0.043034	0.040613	0.080495	0.074954	0.083593	0.115985	0.033635	0.108092	0.114030	0.064435
2021-09-30 00:00:00	-0.026222	-0.018026	0.002739	0.000121	-0.041816	-0.030694	-0.043573	0.000378	0.024323	0.002523	-0.000098	-0.024123	-0.021207	0.006319	-0.012866
2021-12-31 00:00:00	0.050203	0.115277	0.124048	0.077925	0.136524	0.049293	0.080207	0.103038	0.042310	0.106772	0.139811	0.077726	-0.037011	0.141743	0.099010
2022-03-31 00:00:00	0.379204	-0.019862	0.034591	-0.045192	-0.014374	-0.058344	-0.041831	-0.049102	-0.032929	-0.049099	-0.065856	-0.089783	-0.114414	-0.090992	-0.103975
2022-06-17 00:00:00	-0.043815	-0.096218	-0.125888	-0.134327	-0.161041	-0.165794	-0.178228	-0.184779	-0.187815	-0.189930	-0.190735	-0.192427	-0.226489	-0.232112	-0.260025

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-17 00:00:00
0	SP1500	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Information Technology ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Financials ETF	Utilities ETF	Health Care ETF	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP600	Energy ETF	Energy ETF	Financials ETF	Information Technology ETF	Energy ETF	Energy ETF
1	SP500	Industrials ETF	Energy ETF	Information Technology ETF	Consumer Discretionary ETF	SP600	Information Technology ETF	Consumer Staples ETF	Industrials ETF	Information Technology ETF	Real Estate ETF	Information Technology ETF	Health Care ETF	Energy ETF	Materials ETF	Energy ETF	SP600	Real Estate ETF	Information Technology ETF	Real Estate ETF	Utilities ETF	Consumer Staples ETF
2	SP600	Information Technology ETF	Materials ETF	SP400	SP400	Real Estate ETF	Industrials ETF	Real Estate ETF	Energy ETF	Materials ETF	Consumer Staples ETF	Financials ETF	Utilities ETF	Information Technology ETF	Information Technology ETF	Financials ETF	Financials ETF	Information Technology ETF	Utilities ETF	Materials ETF	Materials ETF	Utilities ETF
3	SP400	Financials ETF	SP600	Energy ETF	SP600	Consumer Discretionary ETF	SP500	Health Care ETF	Real Estate ETF	SP500	Information Technology ETF	SP1500	Consumer Staples ETF	Materials ETF	Industrials ETF	SP400	Industrials ETF	Communication Services ETF	SP500	Utilities ETF	Consumer Staples ETF	Health Care ETF
4	Communication Services ETF	SP400	Financials ETF	Financials ETF	Financials ETF	Information Technology ETF	SP1500	SP500	SP400	Consumer Discretionary ETF	Financials ETF	SP500	Communication Services ETF	SP400	Consumer Staples ETF	Communication Services ETF	Materials ETF	SP500	SP1500	Consumer Staples ETF	Financials ETF	Materials ETF
5	Consumer Discretionary ETF	SP500	Industrials ETF	Materials ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Financials ETF	Consumer Discretionary ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Communication Services ETF	Industrials ETF	Real Estate ETF	Health Care ETF	Health Care ETF	SP500	Industrials ETF	SP600
6	Consumer Staples ETF	SP1500	SP500	SP500	SP1500	Utilities ETF	Consumer Staples ETF	SP1500	SP1500	Consumer Staples ETF	SP1500	SP600	SP1500	SP600	SP500	Consumer Discretionary ETF	SP400	SP1500	Real Estate ETF	SP1500	Health Care ETF	Industrials ETF
7	Energy ETF	Consumer Discretionary ETF	SP1500	SP1500	SP500	SP1500	SP400	Communication Services ETF	SP500	Communication Services ETF	Industrials ETF	Materials ETF	Consumer Discretionary ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Financials ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	SP500	SP1500
8	Financials ETF	Materials ETF	Health Care ETF	Industrials ETF	Industrials ETF	SP500	SP600	Materials ETF	Communication Services ETF	Utilities ETF	Consumer Discretionary ETF	SP400	Real Estate ETF	SP500	SP400	Information Technology ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Consumer Staples ETF	Industrials ETF	SP1500	Financials ETF
9	Health Care ETF	Utilities ETF	SP400	Consumer Staples ETF	Utilities ETF	SP400	Financials ETF	Consumer Discretionary ETF	Materials ETF	Industrials ETF	Communication Services ETF	Industrials ETF	SP400	Industrials ETF	Health Care ETF	SP1500	SP1500	Materials ETF	Communication Services ETF	Health Care ETF	SP600	SP500
10	Industrials ETF	SP600	Utilities ETF	SP600	Materials ETF	Materials ETF	Communication Services ETF	SP400	SP600	SP400	SP600	Consumer Discretionary ETF	Materials ETF	Health Care ETF	Utilities ETF	SP500	SP500	SP600	SP400	SP400	Real Estate ETF	Real Estate ETF
11	Information Technology ETF	Real Estate ETF	Communication Services ETF	Health Care ETF	Consumer Staples ETF	Communication Services ETF	Energy ETF	Information Technology ETF	Consumer Staples ETF	Health Care ETF	SP400	Energy ETF	Industrials ETF	Financials ETF	SP600	Health Care ETF	Utilities ETF	Industrials ETF	Energy ETF	Energy ETF	SP400	SP400
12	Materials ETF	Consumer Staples ETF	Consumer Discretionary ETF	Real Estate ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Industrials ETF	Financials ETF	Real Estate ETF	Materials ETF	Consumer Staples ETF	SP600	Real Estate ETF	Financials ETF	Real Estate ETF	Consumer Staples ETF	SP400	SP600	SP600	Information Technology ETF	Communication Services ETF
13	Real Estate ETF	Communication Services ETF	Real Estate ETF	Communication Services ETF	Communication Services ETF	Industrials ETF	Materials ETF	SP600	Utilities ETF	SP600	Health Care ETF	Real Estate ETF	Financials ETF	Consumer Staples ETF	Real Estate ETF	Consumer Staples ETF	Health Care ETF	Consumer Staples ETF	Materials ETF	Financials ETF	Consumer Discretionary ETF	Information Technology ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Real Estate ETF	Financials ETF	Real Estate ETF	Energy ETF	Health Care ETF	Energy ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Industrials ETF	Communication Services ETF	Communication Services ETF	Consumer Discretionary ETF

Comparative to Seasonal Indexes, tells you who is over or underperforming.
This is Seasonal Index - Extrapolated Current Quarter.
+: seasonal > current
-: current > seasonal
Note if the final data in the prices ends on a quarter, this will aggregate into the seasonal_index above and there will be no comparison

	2022-06-17
Information Technology ETF	0.105318
Consumer Discretionary ETF	0.103945
Energy ETF	0.083099
Materials ETF	0.071426
SP1500	0.070498
SP500	0.069644
SP600	0.069416
SP400	0.069126
Health Care ETF	0.067854
Communication Services ETF	0.065505
Real Estate ETF	0.065298
Financials ETF	0.052571
Industrials ETF	0.050194
Consumer Staples ETF	0.030500
Utilities ETF	0.022444

	2017-03-31 00:00:00	2017-06-30 00:00:00	2017-09-30 00:00:00	2017-12-31 00:00:00	2018-03-31 00:00:00	2018-06-30 00:00:00	2018-09-30 00:00:00	2018-12-31 00:00:00	2019-03-31 00:00:00	2019-06-30 00:00:00	2019-09-30 00:00:00	2019-12-31 00:00:00	2020-03-31 00:00:00	2020-06-30 00:00:00	2020-09-30 00:00:00	2020-12-31 00:00:00	2021-03-31 00:00:00	2021-06-30 00:00:00	2021-09-30 00:00:00	2021-12-31 00:00:00	2022-03-31 00:00:00	2022-06-17 00:00:00
0	SP1500	Utilities ETF	Energy ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Health Care ETF	Utilities ETF	Information Technology ETF	Utilities ETF	Real Estate ETF	Health Care ETF	Health Care ETF	Consumer Discretionary ETF	Consumer Discretionary ETF	Energy ETF	Energy ETF	Real Estate ETF	Energy ETF	Real Estate ETF	Energy ETF	Information Technology ETF
1	SP500	Health Care ETF	SP600	Energy ETF	SP400	Utilities ETF	Energy ETF	Real Estate ETF	Real Estate ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Energy ETF	Materials ETF	SP600	SP600	Communication Services ETF	Financials ETF	Utilities ETF	Utilities ETF	Consumer Discretionary ETF
2	SP600	Industrials ETF	Materials ETF	Industrials ETF	Information Technology ETF	SP600	Industrials ETF	Consumer Staples ETF	Industrials ETF	Consumer Staples ETF	Consumer Staples ETF	Communication Services ETF	Information Technology ETF	Information Technology ETF	Communication Services ETF	Financials ETF	Financials ETF	Energy ETF	Real Estate ETF	Materials ETF	Materials ETF	Energy ETF
3	SP400	Financials ETF	Financials ETF	Information Technology ETF	SP600	Real Estate ETF	Information Technology ETF	Health Care ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	SP1500	Utilities ETF	SP400	Industrials ETF	Communication Services ETF	Materials ETF	Financials ETF	Utilities ETF	Information Technology ETF	Consumer Staples ETF	Materials ETF
4	Communication Services ETF	Consumer Staples ETF	Information Technology ETF	SP400	Financials ETF	Health Care ETF	SP500	Communication Services ETF	SP400	Communication Services ETF	SP600	SP500	Communication Services ETF	Materials ETF	Consumer Staples ETF	SP400	Industrials ETF	Health Care ETF	Health Care ETF	Consumer Staples ETF	Financials ETF	SP1500
5	Consumer Discretionary ETF	SP400	SP400	SP500	Health Care ETF	Consumer Staples ETF	SP1500	SP500	Communication Services ETF	SP500	Communication Services ETF	Financials ETF	SP500	Communication Services ETF	Information Technology ETF	Industrials ETF	Communication Services ETF	SP500	SP1500	SP500	Health Care ETF	SP500
6	Consumer Staples ETF	SP500	Industrials ETF	SP1500	SP1500	SP1500	Consumer Staples ETF	SP1500	SP1500	Materials ETF	SP400	SP600	SP1500	SP600	SP400	Consumer Discretionary ETF	Real Estate ETF	SP1500	SP500	SP1500	Industrials ETF	SP600
7	Energy ETF	SP1500	SP1500	Consumer Staples ETF	SP500	Consumer Discretionary ETF	SP600	Financials ETF	SP500	SP1500	SP500	Industrials ETF	Consumer Discretionary ETF	SP1500	SP500	Materials ETF	SP400	Consumer Staples ETF	Communication Services ETF	Consumer Discretionary ETF	SP500	SP400
8	Financials ETF	Materials ETF	SP500	Materials ETF	Industrials ETF	SP500	Consumer Discretionary ETF	Materials ETF	Materials ETF	SP400	SP1500	SP400	Real Estate ETF	Industrials ETF	SP1500	SP1500	Consumer Discretionary ETF	Information Technology ETF	SP400	Industrials ETF	SP1500	Health Care ETF
9	Health Care ETF	Real Estate ETF	Health Care ETF	Financials ETF	Utilities ETF	SP400	SP400	Consumer Discretionary ETF	SP600	Real Estate ETF	Energy ETF	Energy ETF	SP400	SP500	Health Care ETF	SP500	SP1500	Industrials ETF	SP600	Health Care ETF	Real Estate ETF	Communication Services ETF
10	Industrials ETF	SP600	Communication Services ETF	Communication Services ETF	Materials ETF	Communication Services ETF	Financials ETF	Industrials ETF	Financials ETF	Health Care ETF	Industrials ETF	Materials ETF	Materials ETF	Health Care ETF	SP600	Information Technology ETF	SP500	Utilities ETF	Consumer Staples ETF	SP400	SP600	Real Estate ETF
11	Information Technology ETF	Information Technology ETF	Utilities ETF	SP600	Communication Services ETF	Information Technology ETF	Communication Services ETF	SP400	Consumer Staples ETF	Information Technology ETF	Materials ETF	Consumer Discretionary ETF	Industrials ETF	Financials ETF	Utilities ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Information Technology ETF	Energy ETF	SP400	Financials ETF
12	Materials ETF	Consumer Discretionary ETF	Real Estate ETF	Real Estate ETF	Consumer Staples ETF	Materials ETF	Real Estate ETF	Information Technology ETF	Energy ETF	SP600	Consumer Discretionary ETF	Consumer Staples ETF	Financials ETF	Real Estate ETF	Financials ETF	Health Care ETF	Health Care ETF	SP600	Consumer Discretionary ETF	SP600	Communication Services ETF	Industrials ETF
13	Real Estate ETF	Communication Services ETF	Consumer Discretionary ETF	Health Care ETF	Real Estate ETF	Industrials ETF	Utilities ETF	SP600	Utilities ETF	Consumer Discretionary ETF	Information Technology ETF	Real Estate ETF	SP600	Consumer Staples ETF	Real Estate ETF	Utilities ETF	Utilities ETF	SP400	Materials ETF	Financials ETF	Consumer Discretionary ETF	Consumer Staples ETF
14	Utilities ETF	Energy ETF	Consumer Staples ETF	Utilities ETF	Energy ETF	Financials ETF	Materials ETF	Energy ETF	Health Care ETF	Energy ETF	Health Care ETF	Utilities ETF	Energy ETF	Utilities ETF	Energy ETF	Consumer Staples ETF	Information Technology ETF	Consumer Discretionary ETF	Industrials ETF	Communication Services ETF	Information Technology ETF	Utilities ETF

	Index	Symbol	risk_trend_factor
0	SP500	SPY	-3.791861
1	SP1500	SPTM	-3.879022
2	SP400	MDYG	-5.134573
3	SP600	SLY	-5.242200

	Symbol	risk_trend_factor	Sector
3	VDE	-0.123306	Energy ETF
2	VDC	-2.283970	Consumer Staples ETF
10	VPU	-2.520459	Utilities ETF
9	VNQ	-3.053370	Real Estate ETF
8	VAW	-3.165271	Materials ETF
5	VHT	-3.323632	Health Care ETF
6	VIS	-4.514668	Industrials ETF
4	VFH	-4.617891	Financials ETF
1	VCR	-4.721407	Consumer Discretionary ETF
7	VGT	-4.954472	Information Technology ETF
0	VOX	-8.783598	Communication Services ETF

Rolling Quarterly Mean Return

Quarterly Returns

0.051078501531639196

array([[<AxesSubplot:title={'center':'risk_trend_factor'}>]], dtype=object)

1520

Index(['Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Symbol',
       'trailing_1yr_max', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'trailing_1yr_min', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'trailing_60d_max',
       'trailing_60d_min', 'trailing_30d_max', 'trailing_30d_min', '90dSMA',
       '90dSDev', 'TP', '21dstdTP', '21dMA-TP', '21dBOLU', '21dBOLD',
       'trailing_risk_40d_max', 'trailing_risk_40d_min', 'risk_per_share',
       '30d_vol', '30d_vol_2yr', 'volume_factor', '1YMF', 'risk_trend_factor'],
      dtype='object')

Index(['Symbol', 'max_2y', 'min_2y', 'std_2y', 'mean_2y', 'max_1y', 'min_1y',
       'std_1y', 'mean_1y', 'latest_p', '2yr_close_0pct', '2yr_close_2pct',
       '2yr_close_9pct', '2yr_close_25pct', '2yr_close_50pct',
       '2yr_close_75pct', '2yr_close_91pct', '2yr_close_98pct',
       '2yr_close_100pct', '1yr_close_0pct', '1yr_close_2pct',
       '1yr_close_9pct', '1yr_close_25pct', '1yr_close_50pct',
       '2yr_close_75pct', '1yr_close_91pct', '1yr_close_98pct',
       '1yr_close_100pct', 'risk_trend_factor', 'supply_trend_1yr',
       'supply_trend_60d', 'supply_trend_30d', 'vol_30d_2yr', 'pct_1yr',
       'pct_2yr', 'MIN_Lookback_One_Year', 'MIN_Lookback_2_Months',
       'MIN_Lookback_1_Months', 'vol_30d', 'volume_factor', 'adf', 'hurst',
       '1YMF', 'Market Index', 'Sector'],
      dtype='object')

	latest_p	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	volume_factor	adf	hurst	Sector	Market Index	index	index_Symbol
Symbol
ACC	64.230003	49.209999	65.019997	65.019997	10.926848	2.134689	0.978004	0.420279	Real Estate	SP400	NaN	NaN
MTOR	35.939999	32.93	36.279999	36.279999	5.065223	1.664475	0.319063	0.43585	error	SP600	NaN	NaN
TVTY	32.130001	27.870001	32.889999	32.889999	2.341879	1.643789	0.518794	0.448871	error	SP600	NaN	NaN
BANF	94.860001	77.379997	86.82	86.82	2.011991	1.135864	0.955166	0.536352	error	SP600	NaN	NaN
Y	830.5	737.890015	862.869995	862.869995	1.771776	1.56538	0.382688	0.459685	Financial Services	SP400	NaN	NaN
...	...	...	...	...	...	...	...	...	...	...	...	...
ODFL	NaN	NaN	NaN	NaN	-5.178995	NaN	NaN	NaN	Industrials	NaN	SP500	SPY
EW	NaN	NaN	NaN	NaN	-2.677285	NaN	NaN	NaN	Healthcare	NaN	SP500	SPY
PCRX	NaN	NaN	NaN	NaN	-2.849253	NaN	NaN	NaN	Healthcare	NaN	SP600	SLY
CBOE	NaN	NaN	NaN	NaN	-4.539896	NaN	NaN	NaN	Financial Services	NaN	SP500	SPY
PCAR	NaN	NaN	NaN	NaN	-4.010257	NaN	NaN	NaN	Industrials	NaN	SP500	SPY

1555 rows × 12 columns

0.975

temp_sm

	index	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	volume_factor
Symbol
A	2022-06-17	147.679993	179.570007	179.570007	-9.088903	1.131711
AA	2022-06-17	44.419998	98.089996	98.089996	-3.704472	0.98632
AAL	2022-06-17	22.549999	22.549999	22.549999	-3.126898	0.707794
AAN	2022-06-17	NaN	35.439999	35.439999	NaN	NaN
AAON	2022-06-17	81.25	83.790001	83.790001	-10.22921	1.041044
...	...	...	...	...	...	...
ZIMV	2022-06-17	NaN	NaN	NaN	NaN	NaN
ZION	2022-06-17	60.650002	75.440002	75.440002	-4.600841	0.978199
ZTS	2022-06-17	187.320007	249.270004	249.270004	-6.71488	1.095466
ZUMZ	2022-06-17	50.060001	55.099998	55.099998	-5.921479	1.674903
ZYXI	2022-06-17	16.263636	16.263636	16.263636	-10.695845	0.673641

1519 rows × 6 columns

Index(['risk_trend_factor', 'Sector', 'index', 'index_Symbol'], dtype='object')

	MIN_Lookback_One_Year	MIN_Lookback_2_Months	MIN_Lookback_1_Months	risk_trend_factor	volume_factor	index	sector	sector_risk_trend_factor	index	Sector
Symbol
ACC	49.209999	65.019997	65.019997	10.926848	2.134689	VNQ	MDYG	-3.05337	SP400	Real Estate
MTOR	32.93	36.279999	36.279999	5.065223	1.664475	error	SLY	error	SP600	error
TVTY	27.870001	32.889999	32.889999	2.341879	1.643789	error	SLY	error	SP600	error
BANF	77.379997	86.82	86.82	2.011991	1.135864	error	SLY	error	SP600	error
Y	737.890015	862.869995	862.869995	1.771776	1.56538	VFH	MDYG	-4.617891	SP400	Financial Services
SAFM	177.479996	200.0	200.0	1.751569	1.334104	VDC	MDYG	-2.28397	SP400	Consumer Defensive
SJI	29.24	35.32	35.32	1.295238	0.791297	error	SLY	error	SP600	error
LNTH	25.790001	64.139999	69.738998	1.178774	1.823238	VHT	SLY	-3.323632	SP600	Healthcare
ROG	206.130005	274.51001	274.51001	1.068804	0.980653	error	SLY	error	SP600	error
TWI	11.82	15.77	18.889999	0.931088	1.389288	VIS	SLY	-4.514668	SP600	Industrials
PBF	18.780001	30.129999	32.41	0.887657	0.835417	VDE	SLY	-0.123306	SP600	Energy
GO	36.77	36.77	37.82	0.842135	1.191531	VDC	MDYG	-2.28397	SP400	Consumer Defensive
HRB	26.23	28.17	34.959999	0.731411	0.963511	VCR	MDYG	-4.721407	SP400	Consumer Cyclical
AZPN	162.559998	169.220001	191.460007	0.719312	0.677612	VGT	MDYG	-4.954472	SP400	Technology
CEIX	18.93	50.389999	55.259998	0.677246	1.548727	VDE	SLY	-0.123306	SP600	Energy
PSB	165.850006	189.229996	189.830002	0.57675	2.540601	error	MDYG	error	SP400	error
MCK	204.660004	333.440002	339.940002	0.573819	1.048139	VHT	SPY	-3.323632	SP500	Healthcare
GCP	27.780001	32.279999	32.279999	0.502796	1.87078	error	SLY	error	SP600	error
WRB	54.953335	71.269997	71.529999	0.374885	1.220256	VFH	SPY	-4.617891	SP500	Financial Services
FCN	147.380005	167.279999	170.649994	0.359043	0.694756	error	MDYG	error	SP400	error
XOM	64.800003	91.510002	92.919998	0.347413	1.153813	VDE	SPY	-0.123306	SP500	Energy
MANT	92.0	92.0	94.730003	0.320637	2.782348	VGT	SLY	-4.954472	SP600	Technology
SM	24.780001	43.689999	43.689999	0.305033	0.640686	VDE	SLY	-0.123306	SP600	Energy
DINO	39.389999	40.950001	48.290001	0.269915	1.094012	VDE	MDYG	-0.123306	SP400	Energy
PLAB	14.56	20.299999	20.299999	0.264129	2.163783	VGT	SLY	-4.954472	SP600	Technology
MPC	64.839996	91.879997	98.290001	0.209274	1.221452	VDE	SPY	-0.123306	SP500	Energy
LLY	235.850006	314.0	314.0	0.187301	0.967658	VHT	SPY	-3.323632	SP500	Healthcare
VLO	84.949997	111.519997	131.690002	0.182835	1.3872	VDE	SPY	-0.123306	SP500	Energy
APA	24.299999	45.220001	45.27	0.181301	0.999608	VDE	SPY	-0.123306	SP500	Energy
PPC	26.280001	29.700001	30.559999	0.177885	1.275425	VDC	MDYG	-2.28397	SP400	Consumer Defensive
MRO	14.16	27.719999	29.0	0.151107	1.000459	VDE	SPY	-0.123306	SP500	Energy
DVN	31.99	64.980003	73.18	0.148782	1.104104	VDE	SPY	-0.123306	SP500	Energy
UTHR	212.619995	218.380005	218.380005	0.139402	1.481235	VHT	MDYG	-3.323632	SP400	Healthcare
VIVO	27.450001	28.719999	28.719999	0.109712	0.591657	error	SLY	error	SP600	error
ROCC	25.59	42.66	42.66	0.108216	1.213679	VDE	SLY	-0.123306	SP600	Energy
COP	61.779999	107.519997	108.300003	0.10252	0.95084	VDE	SPY	-0.123306	SP500	Energy
OXY	32.52	63.240002	69.169998	0.093736	1.190976	VDE	SPY	-0.123306	SP500	Energy
MGPI	76.68	97.610001	104.0	0.074244	1.204144	error	SLY	error	SP600	error

nominal, pct_change, pct_change().cumsum
Market volatility

Consumer Confidence

Unemployment

Inflation

Interest Rates

10 Year to 3 Month

Recession Indicator

Index(['2022-06-19', '2022-06-26', '2022-07-03', '2022-07-10', '2022-07-17',
       '2022-07-24', '2022-07-31', '2022-08-07', '2022-08-14', '2022-08-21',
       '2022-08-28', '2022-09-04', '2022-09-11'],
      dtype='object')

87.44243789162297

adf < .05 or .01, mean reverting
Hurst
> .5 - The time series is mean reverting.
= .5 - The time series is a Geometric Brownian Motion.
< .5 - The time series is trending.
symbol: SPY
sector: error
sector: error
Index: SP500
vol_30d_2yr: 1719938470.5078125
Sector 1YMF: -287.8400573730469
1YMF: -287.8400573730469
risk trend factor: -3.791860877423899
      totalAssets  trailingPE
SPY  3.781762e+11    3.819317

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	365.859985	364.518828	396.470318	428.421808	419.420001	25.514981	368.390039	470.449963

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPY	1.183517	365.859985	1719938470.507812	0.369677	0.658465	0.422658

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 955.5530324568704 1191.7434001588522
test cv mean error, stdev (10 folds): 1006.6403589312771 1238.3804537753442
sell date: 2022-08-28
expected return: 0.11365382501453676
discounted return: 0.0015172956155042883
quarter return: 1.1496820237686733

['options', ('2022-06-30', '2022-09-16', '2022-09-30', '2022-12-16', '2023-01-20', '2023-03-17', '2023-06-16', '2023-12-15', '2024-01-19', '2024-12-20')]
symbol: SPTM
sector: error
sector: error
Index: SP1500
vol_30d_2yr: 10189559.1796875
Sector 1YMF: -34.95000076293945
1YMF: -34.95000076293945
risk trend factor: -3.8790224724143685
       totalAssets
SPTM  5.538233e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	45.310001	44.984943	48.919841	52.854739	51.683968	3.088065	45.507837	57.860099

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SPTM	1.653055	45.310001	10189559.179688	0.388272	0.658826	0.429487

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 14.216915876601824 16.99929328311187
test cv mean error, stdev (10 folds): 15.009608233904638 17.634103244062654
sell date: 2022-08-28
expected return: 0.06878861939823555
discounted return: 0.0009374232719445708
quarter return: 1.0900270835146681

symbol: MDYG
sector: error
sector: error
Index: SP400
vol_30d_2yr: 4938966.40625
Sector 1YMF: -69.05999755859375
1YMF: -69.05999755859375
risk trend factor: -5.134573474205833
Empty DataFrame
Columns: []
Index: [MDYG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	59.93	59.511554	65.413016	71.314478	69.046349	4.323319	60.399712	77.692987

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MDYG	0.576598	59.93	4938966.40625	0.256027	0.494117	0.451147

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 63.12940057605013 122.8158975223343
test cv mean error, stdev (10 folds): 68.77696792669757 127.44125691990534
sell date: 2022-08-28
expected return: 0.0900181626794404
discounted return: 0.0012147422603323577
quarter return: 1.1181644593788629

symbol: SLY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 1808137.109375
Sector 1YMF: -77.27001953125
1YMF: -77.27001953125
risk trend factor: -5.242200185196592
Empty DataFrame
Columns: []
Index: [SLY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	78.089996	78.068302	85.071269	92.074236	88.226349	4.474948	79.276452	97.176246

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SLY	1.23276	78.089996	1808137.109375	0.449524	0.532018	0.51304

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 103.79322813481043 141.07367968005195
test cv mean error, stdev (10 folds): 112.1151826866341 145.3621586882712
sell date: 2022-08-28
expected return: 0.09464636836855406
discounted return: 0.0012744926008916302
quarter return: 1.1243202867036735

symbol: VDE
sector: error
sector: Energy
Index: nan
vol_30d_2yr: 25785341.015625
Sector 1YMF: -3.82000732421875
1YMF: -3.82000732421875
risk trend factor: -0.12330558135216596
      totalAssets  trailingPE
VDE  1.106882e+10    8.493072

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	102.349998	106.909959	119.43381	131.957661	112.539048	6.727104	99.08484	125.993256

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDE	0.896641	102.349998	25785341.015625	0.70127	0.621023	0.512979

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 162.26028101973316 186.69475900021942
test cv mean error, stdev (10 folds): 177.93582907450698 188.7790932527092
sell date: 2022-09-11
expected return: 0.28041097653580677
discounted return: 0.0029122453338439325
quarter return: 1.3067422300135922

symbol: VDC
sector: error
sector: Consumer Defensive
Index: nan
vol_30d_2yr: 3264449.609375
Sector 1YMF: -74.80001831054688
1YMF: -74.80001831054688
risk trend factor: -2.283970024749523
      totalAssets
VDC  8.239956e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	177.059998	176.153403	185.845715	195.538026	194.674128	7.920194	178.833739	210.514517

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VDC	1.413592	177.059998	3264449.609375	0.48903	0.752482	0.355797

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 100.4250963612048 79.00566085677939
test cv mean error, stdev (10 folds): 95.34988963632661 81.13414161655594
sell date: 2022-06-19
expected return: 0.028967995014778737
discounted return: 0.028967995014778758
quarter return: 13.834763379181457

['options', ('2022-07-15',)]
symbol: VPU
sector: error
sector: Utilities
Index: nan
vol_30d_2yr: 5031661.71875
Sector 1YMF: -59.12998962402344
1YMF: -59.12998962402344
risk trend factor: -2.5204591944584465
      totalAssets
VPU  7.854255e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	141.440002	142.694749	156.469524	170.244299	158.564286	5.736683	147.09092	170.037651

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VPU	1.250581	141.440002	5031661.71875	0.451674	0.569436	0.290073

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 157.5005397449381 358.75139341691283
test cv mean error, stdev (10 folds): 172.2463620239812 373.06968106647014
sell date: 2022-06-19
expected return: 0.0768221407411059
discounted return: 0.07682214074110583
quarter return: 906.245463344889

symbol: VNQ
sector: error
sector: Real Estate
Index: nan
vol_30d_2yr: 102932828.515625
Sector 1YMF: -76.09000396728516
1YMF: -76.09000396728516
risk trend factor: -3.053370235265123
      totalAssets
VNQ  7.839537e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	87.699997	86.580768	94.91381	103.246851	101.788572	7.189885	87.408801	116.168343

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VNQ	1.231534	87.699997	102932828.515625	0.296727	0.445676	0.39584

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 86.67543097788253 161.6982901186738
test cv mean error, stdev (10 folds): 93.69122194082982 167.98671393537586
sell date: 2022-06-19
expected return: 0.02205948107694154
discounted return: 0.022059481076941445
quarter return: 7.444023897114046

['options', ('2023-01-20', '2024-01-19')]
symbol: VAW
sector: error
sector: Basic Materials
Index: nan
vol_30d_2yr: 2683599.21875
Sector 1YMF: -109.739990234375
1YMF: -109.739990234375
risk trend factor: -3.165271062358118
      totalAssets
VAW  5.085875e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	162.800003	163.360294	181.546031	199.731768	187.277779	8.558355	170.161068	204.394489

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VAW	1.040096	162.800003	2683599.21875	0.553392	0.650248	0.42433

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 205.0117757409078 229.50286867669206
test cv mean error, stdev (10 folds): 219.71296999563498 235.71454689543646
sell date: 2022-09-18
expected return: 0.06524432418026509
discounted return: 0.0006872380532618738
quarter return: 1.0652443241802583

['options', ('2022-08-19',)]
symbol: VHT
sector: error
sector: Healthcare
Index: nan
vol_30d_2yr: 5367987.5
Sector 1YMF: -122.20997619628906
1YMF: -122.20997619628906
risk trend factor: -3.3236323632363236
      totalAssets  trailingPE
VHT  1.866525e+10    4.748669

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	220.210007	218.770447	234.353333	249.93622	243.78492	11.544258	220.696404	266.873435

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VHT	1.223885	220.210007	5367987.5	0.406751	0.629182	0.332826

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 237.05413896527213 269.8255299596183
test cv mean error, stdev (10 folds): 227.72491126898126 281.29883208944585
sell date: 2022-08-28
expected return: 0.06291307783865448
discounted return: 0.0008597119519702101
quarter return: 1.082268737049756

symbol: VIS
sector: error
sector: Industrials
Index: nan
vol_30d_2yr: 3372254.1015625
Sector 1YMF: -141.5800018310547
1YMF: -141.5800018310547
risk trend factor: -4.514668337867341
Empty DataFrame
Columns: []
Index: [VIS]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	159.809998	159.424409	172.598254	185.772099	181.362857	9.892736	161.577386	201.148329

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIS	0.869685	159.809998	3372254.101562	0.42518	0.484643	0.470479

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 213.0870792804144 181.9457105460846
test cv mean error, stdev (10 folds): 223.723963351123 187.5372097386256
sell date: 2022-07-24
expected return: 0.09378205579421175
discounted return: 0.002493143459946001
quarter return: 1.2574473426776744

['options', ('2022-08-19',)]
symbol: VFH
sector: error
sector: Financial Services
Index: nan
vol_30d_2yr: 16520124.609375
Sector 1YMF: -72.2699966430664
1YMF: -72.2699966430664
risk trend factor: -4.617890709055871
      totalAssets
VFH  1.046217e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	75.849998	74.907534	82.472858	90.038182	86.832222	5.55532	75.721582	97.942862

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VFH	1.270717	75.849998	16520124.609375	0.43829	0.480904	0.491635

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 54.780343042381176 49.08282008546465
test cv mean error, stdev (10 folds): 57.394667758940955 50.7430195700265
sell date: 2022-09-18
expected return: 0.032192068425141204
discounted return: 0.00034445890536605184
quarter return: 1.03219206842515

['options', ('2022-08-19',)]
symbol: VCR
sector: error
sector: Consumer Cyclical
Index: nan
vol_30d_2yr: 2596418.1640625
Sector 1YMF: -359.96002197265625
1YMF: -359.96002197265625
risk trend factor: -4.72140697901556
      totalAssets
VCR  6.015592e+09

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	225.869995	218.39857	242.946031	267.493493	271.133333	28.125894	214.881544	327.385121

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VCR	1.292819	225.869995	2596418.164062	0.205768	0.641228	0.473825

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 1049.0894816988537 1552.387658053613
test cv mean error, stdev (10 folds): 1148.847289505217 1594.2752342032827
sell date: 2022-08-07
expected return: 0.05582835139949714
discounted return: 0.0010871029895367368
quarter return: 1.1051257748984558

symbol: VGT
sector: error
sector: Technology
Index: nan
vol_30d_2yr: 14308852.5390625
Sector 1YMF: -363.4599914550781
1YMF: -363.4599914550781
risk trend factor: -4.954471974241429
      totalAssets
VGT  5.138536e+10

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	319.809998	313.391914	345.179842	376.96777	371.755716	29.840347	312.075022	431.43641

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VGT	1.152846	319.809998	14308852.539062	0.262275	0.685573	0.43018

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 992.8049834301754 793.2003711733333
test cv mean error, stdev (10 folds): 1054.935324913171 805.991064854646
sell date: 2022-09-18
expected return: 0.13187955443232405
discounted return: 0.0013474240638169377
quarter return: 1.131879554432333

['options', ('2022-08-19',)]
symbol: VOX
sector: error
sector: Communication Services
Index: nan
vol_30d_2yr: 4644931.8359375
Sector 1YMF: -166.010009765625
1YMF: -166.010009765625
risk trend factor: -8.783597691159713
Empty DataFrame
Columns: []
Index: [VOX]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	92.860001	91.464788	99.415079	107.365371	107.439841	9.28909	88.861661	126.018022

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VOX	1.840996	92.860001	4644931.835938	0.059723	0.708136	0.512969

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 85.90984878407943 73.83518328694369
test cv mean error, stdev (10 folds): 91.80168415960244 74.93294839457018
sell date: 2022-08-28
expected return: 0.06648933699165002
discounted return: 0.0009070626925808956
quarter return: 1.086989494591177

['options', ('2022-07-15',)]
symbol: ACC
sector: Real Estate
Index: SP400
vol_30d_2yr: 27009982.03125
Sector 1YMF: 13.440017700195312
1YMF: 13.440017700195312
risk trend factor: 10.926847725292072
        beta currentRatio debtToEquity dividendRate dividendYield  \
ACC  1.00147        2.184      122.276         1.88         0.029   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
ACC          1.498  466354240       0.47421  98.81539       0.5349   

    grossProfits heldPercentInstitutions          industry   marketCap  \
ACC    498042000                 0.97986  REIT—Residential  8938053632   

    operatingMargins payoutRatio pegRatio priceToBook  \
ACC          0.19318         4.7     1.96    2.993987   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
ACC                     9.088625       0.06005      1.888        0.01582   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
ACC        0.01872         0.176           7.081  Real Estate   

    sharesOutstanding shortRatio totalCash totalCashPerShare   totalDebt  \
ACC         139156992       0.86  87656000              0.63  4008523008   

    totalRevenue trailingPE  
ACC    983433024     513.84  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	64.230003	64.240713	64.712222	65.183731	62.082857	3.916774	54.249309	69.916406

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ACC	2.134689	64.230003	27009982.03125	0.97101	0.978004	0.420279

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -76.09000396728516
Sector Volume Factor: 1.2315342134094496
Sector Risk Trend Factor: -3.053370235265123
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 14.002980457032441 10.442431974910885
test cv mean error, stdev (10 folds): 15.172164708897602 10.242651718117648
sell date: 2022-07-31
expected return: 0.01770938315542047
discounted return: 0.0004083251823976397
quarter return: 1.0382724739785627

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            4.693018e+09  4.694242e+09  4.538210e+09   
Total Liab                 4.218002e+09  4.273301e+09  4.501487e+09   
Total Stockholder Equity   3.093994e+09  3.117378e+09  2.982993e+09   
Minority Interest          1.842520e+08  1.839070e+08  6.423900e+07   
Deferred Long Term Liab    7.300000e+06  3.450000e+07  2.750000e+07   
Total Assets               7.496248e+09  7.574586e+09  7.548719e+09   
Common Stock               1.393000e+06  1.391000e+06  1.390000e+06   
Other Current Assets       1.698800e+07  1.432600e+07  2.016300e+07   
Other Liab                 1.522020e+08  1.697290e+08  1.850330e+08   
Treasury Stock            -1.600417e+09 -1.578255e+09 -1.556607e+09   
Other Assets               2.143290e+08  1.773490e+08  2.318220e+08   
Cash                       8.765600e+07  1.203510e+08  4.207300e+07   
Total Current Liabilities  5.727700e+07  1.168230e+08  9.838000e+07   
Other Stockholder Equity  -1.596530e+09 -1.574312e+09 -1.551896e+09   
Property Plant Equipment   7.156799e+09  7.198609e+09  7.232212e+09   
Total Current Assets       1.251200e+08  1.678280e+08  8.468500e+07   
Net Tangible Assets        3.093994e+09  3.086578e+09  2.982993e+09   
Net Receivables            2.047600e+07  3.268700e+07  2.218800e+07   
Long Term Debt             3.509626e+09  3.513684e+09  3.723677e+09   
Accounts Payable           5.727700e+07  9.306700e+07  9.838000e+07   
Intangible Assets                   NaN  3.080000e+07           NaN   

                             2021-06-30  
Capital Surplus            4.515450e+09  
Total Liab                 4.437234e+09  
Total Stockholder Equity   3.035925e+09  
Minority Interest          6.528200e+07  
Deferred Long Term Liab    2.460000e+07  
Total Assets               7.538441e+09  
Common Stock               1.386000e+06  
Other Current Assets       2.747600e+07  
Other Liab                 1.373950e+08  
Treasury Stock            -1.480911e+09  
Other Assets               2.333970e+08  
Cash                       3.028300e+07  
Total Current Liabilities  6.970500e+07  
Other Stockholder Equity  -1.476181e+09  
Property Plant Equipment   7.237327e+09  
Total Current Assets       6.771700e+07  
Net Tangible Assets        3.035925e+09  
Net Receivables            9.775000e+06  
Long Term Debt             3.734507e+09  
Accounts Payable           6.970500e+07  
Intangible Assets                   NaN  ]
['quarterly_cashflow',                                            2022-03-31   2021-12-31  \
Net Income                                 39183000.0   40712000.0   
Change To Liabilities                             0.0   -5928000.0   
Total Cashflows From Investing Activities         NaN  -39104000.0   
Net Borrowings                                    NaN -203737000.0   
Total Cash From Financing Activities              NaN   -2685000.0   
Change To Operating Activities                    NaN   -4668000.0   
Issuance Of Stock                                 NaN       1000.0   
Change In Cash                                    NaN   72441000.0   
Total Cash From Operating Activities              NaN  114230000.0   
Depreciation                                      NaN   69294000.0   
Other Cashflows From Investing Activities         NaN    -436000.0   
Dividends Paid                                    NaN  -65817000.0   
Change To Account Receivables                     NaN    8001000.0   
Other Cashflows From Financing Activities         NaN  266868000.0   
Change To Netincome                               NaN    5202000.0   
Repurchase Of Stock                               NaN          NaN   

                                            2021-09-30  2021-06-30  
Net Income                                 -11439000.0  -9402000.0  
Change To Liabilities                       28335000.0  11132000.0  
Total Cashflows From Investing Activities  -57467000.0 -76294000.0  
Net Borrowings                             -10415000.0  53424000.0  
Total Cash From Financing Activities       -57209000.0  17226000.0  
Change To Operating Activities              40390000.0 -29447000.0  
Issuance Of Stock                           21198000.0  38476000.0  
Change In Cash                               4477000.0  -7470000.0  
Total Cash From Operating Activities       119153000.0  51598000.0  
Depreciation                                69445000.0  68741000.0  
Other Cashflows From Investing Activities    2944000.0   -961000.0  
Dividends Paid                             -65948000.0 -65379000.0  
Change To Account Receivables              -12413000.0   3867000.0  
Other Cashflows From Financing Activities    -523000.0  -9295000.0  
Change To Netincome                          3365000.0   5289000.0  
Repurchase Of Stock                         -1521000.0  -1521000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   208521000  -9402000
3Q2021   228877000 -11439000
4Q2021   272289000  40712000
1Q2022   273746000  39183000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        43060000.0   42051000.0  -13019000.0   
Minority Interest                       184252000.0  183907000.0   64239000.0   
Net Income                               39183000.0   40712000.0  -11439000.0   
Selling General Administrative            9098000.0   25234000.0   10309000.0   
Gross Profit                            154845000.0  177993000.0   94800000.0   
Ebit                                     75195000.0   80965000.0   15046000.0   
Operating Income                         75195000.0   80965000.0   15046000.0   
Other Operating Expenses                        NaN    2500000.0    2500000.0   
Interest Expense                        -31675000.0  -31922000.0  -30741000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                         340000.0     340000.0     340000.0   
Total Revenue                           273746000.0  272289000.0  228877000.0   
Total Operating Expenses                198551000.0  191324000.0  213831000.0   
Cost Of Revenue                         118901000.0   94296000.0  134077000.0   
Total Other Income Expense Net          -32135000.0  -38914000.0  -28065000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42720000.0   41711000.0  -13359000.0   
Net Income Applicable To Common Shares   39183000.0   40299000.0  -12006000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                       -10712000.0  
Minority Interest                        65282000.0  
Net Income                               -9402000.0  
Selling General Administrative           12093000.0  
Gross Profit                             99534000.0  
Ebit                                     18700000.0  
Operating Income                         18700000.0  
Other Operating Expenses                  2500000.0  
Interest Expense                        -30658000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                         341000.0  
Total Revenue                           208521000.0  
Total Operating Expenses                189821000.0  
Cost Of Revenue                         108987000.0  
Total Other Income Expense Net          -29412000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -11053000.0  
Net Income Applicable To Common Shares   -9973000.0  ]
['mutualfund_holders',                                         Holder   Shares Date Reported   % Out  \
0  Vanguard Specialized-Real Estate Index Fund  6638008    2022-01-30  0.0476   
1       Vanguard Total Stock Market Index Fund  3960227    2021-12-30  0.0284   
2                  iShares Core S&P Midcap ETF  3862557    2022-01-30  0.0277   
3                Vanguard Small-Cap Index Fund  3503603    2021-12-30  0.0251   
4         Allspring Special Mid Cap Value Fund  3211005    2022-02-27  0.0230   
5         Vanguard Small-Cap Growth Index Fund  2184685    2021-12-30  0.0157   
6          Vanguard Extended Market Index Fund  1858080    2021-12-30  0.0133   
7              JP Morgan Small Cap Equity Fund  1574099    2021-12-30  0.0113   
8               SPDR S&P Mid Cap 400 ETF Trust  1194316    2022-01-30  0.0086   
9          Price (T.Rowe) Small Cap Stock Fund  1085917    2021-12-30  0.0078   

       Value  
0  346902298  
1  226881404  
2  201857228  
3  200721415  
4  172784179  
5  125160603  
6  106449403  
7   90180131  
8   62414954  
9   62212184  ]
symbol: MTOR
sector: error
sector: error
Index: SP600
vol_30d_2yr: 15456103.3203125
Sector 1YMF: 2.329998016357422
1YMF: 2.329998016357422
risk trend factor: 5.06522316023419
Empty DataFrame
Columns: []
Index: [MTOR]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	35.939999	35.942037	36.098889	36.25574	35.883651	0.243988	35.395675	36.371626

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MTOR	1.664475	35.939999	15456103.320312	0.980154	0.319063	0.43585

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 16.339797487699105 12.251314855481748
test cv mean error, stdev (10 folds): 16.151104516762537 12.834042609341937
sell date: 2022-09-18
expected return: 0.10723668466125544
discounted return: 0.001107867995423728
quarter return: 1.1072366846612631

['options', ('2022-08-19',)]
symbol: TVTY
sector: error
sector: error
Index: SP600
vol_30d_2yr: 10900973.046875
Sector 1YMF: 2.7400035858154297
1YMF: 2.7400035858154297
risk trend factor: 2.3418794362082624
Empty DataFrame
Columns: []
Index: [TVTY]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.130001	31.878985	32.19127	32.503555	31.861111	0.826432	30.208246	33.513976

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TVTY	1.643789	32.130001	10900973.046875	0.966327	0.518794	0.448871

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 21.097800782250275 17.719029608718
test cv mean error, stdev (10 folds): 22.59034686478315 17.91244793140013
sell date: 2022-08-07
expected return: 0.08512772919495565
discounted return: 0.001635289686762631
quarter return: 1.1622104744179889

['options', ('2022-08-19',)]
symbol: BANF
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2480755.6640625
Sector 1YMF: 33.56000518798828
1YMF: 33.56000518798828
risk trend factor: 2.0119906818931326
Empty DataFrame
Columns: []
Index: [BANF]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	94.860001	81.144325	89.856826	98.569327	85.566191	4.220089	77.126013	94.006368

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
BANF	1.135864	94.860001	2480755.664062	0.965783	0.955166	0.536352

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 64.40840297506074 42.52350883817623
test cv mean error, stdev (10 folds): 68.88292764891482 42.05756361230951
sell date: 2022-09-18
expected return: -0.03831151591514609
discounted return: -0.0004245261879796125
quarter return: 0.96168848408485

symbol: Y
sector: Financial Services
Index: SP400
vol_30d_2yr: 1623886.71875
Sector 1YMF: 27.8699951171875
1YMF: 27.8699951171875
risk trend factor: 1.771775570386466
       beta currentRatio debtToEquity earningsGrowth      ebitda  \
Y  0.663839        1.597         31.5         -0.433  1620000000   

  ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
Y       0.13423  9.936376     90016496      0.44211   5101669000   

  heldPercentInstitutions                       industry    marketCap  \
Y                 0.86723  Insurance—Property & Casualty  11220848640   

  operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
Y        1928840960          0.11935           0     0.15    1.305451   

  priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
Y                     0.929715        0.0771      1.004        0.02938   

  returnOnEquity revenueGrowth revenuePerShare              sector  \
Y        0.11868         0.025         878.577  Financial Services   

  sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
Y          13454900       2.32  2298860032           170.857  2822777088   

  totalRevenue trailingPE  
Y  12069126144  12.311554  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	830.5	830.573879	833.250157	835.926435	838.613332	7.460501	823.69233	853.534333

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
Y	1.56538	830.5	1623886.71875	0.919536	0.382688	0.459685

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 6830.83998938945 9059.456308741981
test cv mean error, stdev (10 folds): 7140.470182366679 9445.980311781888
sell date: 2022-08-07
expected return: 0.018482186671808076
discounted return: 0.0003663364200887642
quarter return: 1.0342709463466802

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 8.71
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            11.77
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.71
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 30.32
peerGroup              Insurance
smallArms                  False
environmentScore            1.23
governancePercentile        None
militaryContract           False]
symbol: SAFM
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 5061001.171875
Sector 1YMF: 47.44999694824219
1YMF: 47.44999694824219
risk trend factor: 1.7515689687220128
          beta currentRatio debtToEquity dividendRate dividendYield  \
SAFM  0.640199        5.529        0.877         1.76        0.0084   

     earningsGrowth      ebitda ebitdaMargins forwardPE freeCashflow  \
SAFM          2.316  1342139008       0.23866  6.811968    669912512   

     grossMargins grossProfits heldPercentInstitutions        industry  \
SAFM      0.25714    907758000                  0.8102  Packaged Foods   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
SAFM  4649520640         954787008          0.20787      0.0455    -0.48   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
SAFM     1.97168                     0.826786       0.15341      3.785   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
SAFM        0.30256        0.44602         0.358         255.051   

                  sector sharesOutstanding shortRatio  totalCash  \
SAFM  Consumer Defensive          22320200       4.01  829123968   

     totalCashPerShare totalDebt totalRevenue trailingPE  
SAFM            37.147  20690000   5623608832    5.38993  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	208.309998	186.953267	199.289207	211.625148	191.30127	7.50937	176.282531	206.320009

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SAFM	1.334104	208.309998	5061001.171875	0.98121	0.675913	0.476629

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 341.8995456857701 406.0401102878622
test cv mean error, stdev (10 folds): 366.1965904438906 418.1646867976846
sell date: 2022-09-18
expected return: 0.03477390905806314
discounted return: 0.00037162292056591717
quarter return: 1.0347739090580612

['options', ('2022-08-19', '2022-12-16')]
symbol: SJI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 26850614.0625
Sector 1YMF: 2.720003128051758
1YMF: 2.720003128051758
risk trend factor: 1.295238173088975
Empty DataFrame
Columns: []
Index: [SJI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	34.200001	33.571564	34.29746	35.023356	34.252857	0.376732	33.499393	35.006321

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SJI	0.791297	34.200001	26850614.0625	0.934426	0.172286	0.415691

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 11.032857251779552 9.06545661123771
test cv mean error, stdev (10 folds): 12.01130208919697 8.93699372055595
sell date: 2022-09-18
expected return: -0.013758166069532271
discounted return: -0.00015057221476544314
quarter return: 0.9862418339304628

['options', ('2022-07-15',)]
symbol: LNTH
sector: Healthcare
Index: SP600
vol_30d_2yr: 14149384.1796875
Sector 1YMF: 22.491004943847656
1YMF: 22.491004943847656
risk trend factor: 1.1787739665678139
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
LNTH  0.750453        1.828       36.846          3.692  108329000   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
LNTH       0.20002  18.234236     77142872      0.50913    187695000   

     heldPercentInstitutions                industry   marketCap  \
LNTH                 1.01237  Diagnostics & Research  4167462400   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
LNTH          54362000          0.11518           0     0.55    8.071249   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LNTH                     7.695022      -0.06892      1.563        0.04389   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
LNTH       -0.07151         1.258           7.998  Healthcare   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
LNTH          68634096       1.86  105355000             1.535  190072992   

     totalRevenue  
LNTH    541579008  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	60.720001	58.693247	66.262412	73.831578	61.742857	5.236883	51.269091	72.216623

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LNTH	1.823238	60.720001	14149384.179688	0.79355	0.965336	0.533209

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 42.20944812442462 64.78300074110847
test cv mean error, stdev (10 folds): 42.661090255055115 67.92847044203776
sell date: 2022-09-18
expected return: 0.4109071514914948
discounted return: 0.003748670356339634
quarter return: 1.4109071514915077

['quarterly_balance_sheet',                                    2022-03-31   2021-12-31   2021-09-30  \
Intangible Assets                 340204000.0  348510000.0  356883000.0   
Capital Surplus                   691516000.0  685472000.0  680819000.0   
Total Liab                        417316000.0  399345000.0  348472000.0   
Total Stockholder Equity          515850000.0  464439000.0  499344000.0   
Other Current Liab                 89178000.0          NaN          NaN   
Total Assets                      933166000.0  863784000.0  847816000.0   
Common Stock                         686000.0     677000.0     677000.0   
Other Current Assets               12860000.0    2705000.0   12043000.0   
Retained Earnings                -178263000.0 -221225000.0 -181010000.0   
Other Liab                         64083000.0  129181000.0   88437000.0   
Good Will                          61189000.0   61189000.0   61189000.0   
Treasury Stock                      1911000.0    -485000.0   -1142000.0   
Other Assets                       78005000.0   92734000.0  103495000.0   
Cash                              105355000.0   98508000.0   91475000.0   
Total Current Liabilities         177657000.0   90497000.0   76903000.0   
Deferred Long Term Asset Charges   47868000.0   62764000.0   66493000.0   
Short Long Term Debt               12500000.0   11607000.0   10766000.0   
Other Stockholder Equity            1911000.0    -485000.0   -1142000.0   
Property Plant Equipment          125634000.0  125560000.0  124728000.0   
Total Current Assets              324747000.0  235791000.0  201521000.0   
Long Term Investments               3387000.0          NaN          NaN   
Net Tangible Assets               114457000.0   54740000.0   81272000.0   
Net Receivables                   172283000.0   89336000.0   64054000.0   
Long Term Debt                    159165000.0  162729000.0  166479000.0   
Inventory                          34249000.0   35129000.0   33949000.0   
Accounts Payable                   22383000.0   20787000.0   20508000.0   

                                   2021-06-30  
Intangible Assets                 365259000.0  
Capital Surplus                   676059000.0  
Total Liab                        349662000.0  
Total Stockholder Equity          508140000.0  
Other Current Liab                        NaN  
Total Assets                      857802000.0  
Common Stock                         676000.0  
Other Current Assets                8102000.0  
Retained Earnings                -167595000.0  
Other Liab                        106587000.0  
Good Will                          61189000.0  
Treasury Stock                     -1000000.0  
Other Assets                      126648000.0  
Cash                               91500000.0  
Total Current Liabilities          73826000.0  
Deferred Long Term Asset Charges   64777000.0  
Short Long Term Debt               11269000.0  
Other Stockholder Equity           -1000000.0  
Property Plant Equipment          118493000.0  
Total Current Assets              186213000.0  
Long Term Investments                     NaN  
Net Tangible Assets                81692000.0  
Net Receivables                    54892000.0  
Long Term Debt                    168514000.0  
Inventory                          31719000.0  
Accounts Payable                   21471000.0  ]
['quarterly_cashflow',                                            2022-03-31  2021-12-31  2021-09-30  \
Change To Liabilities                       1506000.0    649000.0  -1112000.0   
Total Cashflows From Investing Activities  -1390000.0  -4544000.0  -2420000.0   
Net Borrowings                             -2609000.0  -2591000.0  -2620000.0   
Total Cash From Financing Activities       -2179000.0  -2100000.0  -1726000.0   
Change To Operating Activities             -1674000.0  10133000.0   3754000.0   
Issuance Of Stock                           5934000.0    678000.0    961000.0   
Net Income                                 42962000.0 -40215000.0 -13415000.0   
Change In Cash                              6846000.0   7034000.0    -25000.0   
Repurchase Of Stock                        -5504000.0   -187000.0    -67000.0   
Effect Of Exchange Rate                      151000.0   -211000.0   -219000.0   
Total Cash From Operating Activities       10264000.0  13889000.0   4340000.0   
Depreciation                               11786000.0  12200000.0  12339000.0   
Change To Inventory                        -1634000.0  -2924000.0  -2513000.0   
Change To Account Receivables             -85155000.0 -25381000.0  -9272000.0   
Change To Netincome                        42227000.0  59181000.0  14314000.0   
Capital Expenditures                       -3190000.0  -4544000.0  -2420000.0   

                                           2021-06-30  
Change To Liabilities                       1778000.0  
Total Cashflows From Investing Activities  -2656000.0  
Net Borrowings                             -2565000.0  
Total Cash From Financing Activities        -715000.0  
Change To Operating Activities              9341000.0  
Issuance Of Stock                           2043000.0  
Net Income                                -26657000.0  
Change In Cash                             22639000.0  
Repurchase Of Stock                         -193000.0  
Effect Of Exchange Rate                      141000.0  
Total Cash From Operating Activities       25869000.0  
Depreciation                                9626000.0  
Change To Inventory                        -2001000.0  
Change To Account Receivables               3897000.0  
Change To Netincome                        29700000.0  
Capital Expenditures                       -2656000.0  ]
['quarterly_earnings',            Revenue  Earnings
Quarter                     
2Q2021   101064000 -26657000
3Q2021   102073000 -13415000
4Q2021   129562000 -40215000
1Q2022   208880000  42962000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                     12203000.0   11293000.0   11252000.0   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        57901000.0  -41007000.0  -19837000.0   
Minority Interest                              None         None         None   
Net Income                               42962000.0  -40215000.0  -13415000.0   
Selling General Administrative           57942000.0   42593000.0   36205000.0   
Gross Profit                            129070000.0   57908000.0   42669000.0   
Ebit                                     58925000.0    4022000.0   -4788000.0   
Operating Income                         58925000.0    4022000.0   -4788000.0   
Other Operating Expenses                       None         None         None   
Interest Expense                         -1509000.0   -1528000.0   -1569000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       14939000.0    -792000.0   -6422000.0   
Total Revenue                           208880000.0  129562000.0  102073000.0   
Total Operating Expenses                149955000.0  125540000.0  106861000.0   
Cost Of Revenue                          79810000.0   71654000.0   59404000.0   
Total Other Income Expense Net           -1024000.0  -45029000.0  -15049000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           42962000.0  -40215000.0  -13415000.0   
Net Income Applicable To Common Shares   42962000.0  -40215000.0  -13415000.0   

                                         2021-06-30  
Research Development                     12061000.0  
Effect Of Accounting Charges                   None  
Income Before Tax                       -28536000.0  
Minority Interest                              None  
Net Income                              -26657000.0  
Selling General Administrative           60808000.0  
Gross Profit                             46088000.0  
Ebit                                    -26781000.0  
Operating Income                        -26781000.0  
Other Operating Expenses                       None  
Interest Expense                         -1937000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                       -1879000.0  
Total Revenue                           101064000.0  
Total Operating Expenses                127845000.0  
Cost Of Revenue                          54976000.0  
Total Other Income Expense Net           -1755000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops          -26657000.0  
Net Income Applicable To Common Shares  -26657000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  4760862    2022-01-30   
1             Vanguard Total Stock Market Index Fund  1818068    2021-12-30   
2                           iShares Russell 2000 ETF  1546604    2022-01-30   
3               Artisan International Small-Mid Fund  1430335    2021-12-30   
4                      Thrivent Small Cap Stock Fund   983011    2022-01-30   
5                Vanguard Extended Market Index Fund   869393    2021-12-30   
6                     John Hancock Small Cap Core Fd   846280    2022-01-30   
7  Blair (William) Mutual Funds,Inc-Small Cap Val...   724920    2022-02-27   
8                Price (T.Rowe) Small-Cap Value Fund   720839    2021-12-30   
9                Price (T.Rowe) Health Sciences Fund   720458    2021-12-30   

    % Out      Value  
0  0.0694  120973503  
1  0.0265   52523984  
2  0.0225   39299207  
3  0.0208   41322378  
4  0.0143   24978309  
5  0.0127   25116763  
6  0.0123   21503974  
7  0.0106   34665674  
8  0.0105   20825038  
9  0.0105   20814031  ]
['options', ('2022-07-15',)]
symbol: ROG
sector: error
sector: error
Index: SP600
vol_30d_2yr: 3248345.8984375
Sector 1YMF: 22.989990234375
1YMF: 22.989990234375
risk trend factor: 1.068804267635208
Empty DataFrame
Columns: []
Index: [ROG]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	259.380005	254.172765	260.19492	266.217074	267.576983	6.298768	254.979447	280.17452

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROG	0.980653	259.380005	3248345.898438	0.91539	0.71811	0.478768

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 923.7177242546556 1367.48960810325
test cv mean error, stdev (10 folds): 1005.1315131672606 1408.5880717304296
sell date: 2022-09-11
expected return: 0.029324962907460506
discounted return: 0.0003400956025878532
quarter return: 1.0317779467744637

symbol: TWI
sector: Industrials
Index: SP600
vol_30d_2yr: 10530212.5
Sector 1YMF: 6.0800018310546875
1YMF: 6.0800018310546875
risk trend factor: 0.9310876079145333
         beta currentRatio debtToEquity earningsGrowth     ebitda  \
TWI  2.412885        1.853      219.119          0.682  163579008   

    ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
TWI       0.08464   8.09589    -24455124      0.13457    227051000   

    heldPercentInstitutions                             industry   marketCap  \
TWI                 0.77816  Farm & Heavy Construction Machinery  1110906752   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
TWI           8171000          0.06043           0     0.38    4.470499   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
TWI                     0.574797       0.03101      0.829        0.06237   

    returnOnEquity revenueGrowth revenuePerShare       sector  \
TWI        0.28169         0.378          30.825  Industrials   

    sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
TWI          62656900       2.29  98144000             1.566  538417984   

    totalRevenue trailingPE  
TWI   1932694016  18.801697  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	17.52	16.247353	18.072381	19.897408	15.954921	1.924943	12.105034	19.804807

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
TWI	1.389288	17.52	10530212.5	0.876816	0.791457	0.500704

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -141.5800018310547
Sector Volume Factor: 0.8696853533786545
Sector Risk Trend Factor: -4.514668337867341
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['add', None]
best inner cv score, sdev (11 folds): 3.2805800844676796 4.993652693641646
test cv mean error, stdev (10 folds): 3.572171330127623 5.147324164231099
sell date: 2022-07-24
expected return: 0.005320444476753903
discounted return: 0.00014740922241451848
quarter return: 1.0136530116318712

['options', ('2022-07-15',)]
symbol: PBF
sector: Energy
Index: SP600
vol_30d_2yr: 92668774.0234375
Sector 1YMF: 17.619998931884766
1YMF: 17.619998931884766
risk trend factor: 0.8876574451557954
         beta currentRatio debtToEquity     ebitda ebitdaMargins  forwardPE  \
PBF  2.259981        1.254      197.914  690400000       0.02194  11.930909   

    freeCashflow grossMargins grossProfits heldPercentInstitutions  \
PBF    284750016       0.0362    671100000                 0.80139   

                           industry   marketCap operatingCashflow  \
PBF  Oil & Gas Refining & Marketing  3964366848         803299968   

    operatingMargins payoutRatio pegRatio priceToBook  \
PBF           0.0135           0    -0.18    2.070946   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PBF                     0.125972       0.00798      0.629        0.02192   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
PBF        0.14223         0.856         261.505  Energy         120828000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
PBF       2.81  1434599936            11.873  4999499776  31470299136   

    trailingPE  
PBF  15.904024  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	32.98	27.175062	35.668889	44.162716	29.964286	5.34115	19.281986	40.646585

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PBF	0.835417	32.98	92668774.023438	0.721917	0.581704	0.554972

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 34.29026533421989 23.683932597018416
test cv mean error, stdev (10 folds): 29.947934102695836 20.23875570492777
sell date: 2022-08-07
expected return: 0.5722785277771747
discounted return: 0.009091596944749591
quarter return: 2.2993985304856697

['options', ('2022-07-15', '2022-12-16', '2023-01-20', '2024-01-19')]
symbol: GO
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 21744971.2890625
Sector 1YMF: 9.090003967285156
1YMF: 9.090003967285156
risk trend factor: 0.8421349867224205
        beta currentRatio debtToEquity earningsGrowth     ebitda  \
GO -0.204778        1.904      144.187         -0.368  158646000   

   ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
GO       0.05023  34.782608    -14480875      0.30639    948786000   

   heldPercentInstitutions        industry   marketCap operatingCashflow  \
GO                  1.0557  Grocery Stores  3854695936         175503008   

   operatingMargins payoutRatio pegRatio priceToBook  \
GO          0.02681           0      3.5    3.760813   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
GO                     1.220403       0.01741      0.611        0.02033   

   returnOnEquity revenueGrowth revenuePerShare              sector  \
GO        0.05577         0.105          32.914  Consumer Defensive   

   sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
GO          96367400       6.55  137996000             1.432  1476578944   

   totalRevenue trailingPE  
GO   3158543104   71.42857  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	40.150002	35.915072	38.024936	40.134801	35.226667	2.439389	30.347888	40.105445

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GO	1.191531	40.150002	21744971.289062	0.687007	0.173605	0.403873

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 15.809878099615663 6.8291644035736905
test cv mean error, stdev (10 folds): 15.809879339831612 6.829165054824745
sell date: 2022-07-24
expected return: 0.0063937902839149635
discounted return: 0.00017705558133318533
quarter return: 1.016421038833542

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: HRB
sector: Consumer Cyclical
Index: SP400
vol_30d_2yr: 54249330.46875
Sector 1YMF: 9.64000129699707
1YMF: 9.64000129699707
risk trend factor: 0.73141120475963
         beta currentRatio debtToEquity dividendRate dividendYield  \
HRB  0.695099        1.103     5314.905         1.08        0.0327   

    earningsGrowth     ebitda ebitdaMargins forwardPE grossMargins  \
HRB         -0.008  806428032       0.30238  8.967391        0.472   

    grossProfits heldPercentInstitutions           industry   marketCap  \
HRB   1400058000                 0.93136  Personal Services  5266601984   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
HRB          80728000          0.25066      0.3344     0.99   117.43773   

    priceToSalesTrailing12Months profitMargins quickRatio revenueGrowth  \
HRB                      1.97476       0.16063      0.971         0.039   

    revenuePerShare             sector sharesOutstanding shortRatio  \
HRB          15.645  Consumer Cyclical         159594000        3.1   

      totalCash totalCashPerShare   totalDebt totalRevenue trailingPE  
HRB  1041740032             6.527  2384054016   2666958080  13.502455  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	33.0	32.411108	34.624444	36.837781	29.692222	4.042801	21.60662	37.777824

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
HRB	0.963511	33.0	54249330.46875	0.83894	0.727369	0.435637

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -359.96002197265625
Sector Volume Factor: 1.2928194874233667
Sector Risk Trend Factor: -4.72140697901556
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', True]
best inner cv score, sdev (11 folds): 6.810426445471288 7.0714351587462385
test cv mean error, stdev (10 folds): 7.190817226155514 7.30849167762353
sell date: 2022-09-18
expected return: 0.03855437643735156
discounted return: 0.00041127719823297326
quarter return: 1.0385543764373528

['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: AZPN
sector: Technology
Index: SP400
vol_30d_2yr: 9413646.875
Sector 1YMF: 44.3599853515625
1YMF: 44.3599853515625
risk trend factor: 0.7193120754472356
     currentRatio debtToEquity earningsGrowth    ebitda ebitdaMargins  \
AZPN        1.176       40.561          0.231  27337000       0.08523   

      forwardPE grossMargins grossProfits heldPercentInstitutions  \
AZPN  34.490196      0.46746    137630000                 1.03086   

                  industry    marketCap operatingCashflow operatingMargins  \
AZPN  Software—Application  12029022208          45755000         -0.08421   

     payoutRatio pegRatio priceToBook priceToSalesTrailing12Months  \
AZPN           0     4.59   16.632854                    37.503967   

     profitMargins quickRatio revenueGrowth revenuePerShare      sector  \
AZPN      -0.07406      1.116         0.154           4.811  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
AZPN          62168700       2.78  285216992             4.282  314292000   

     totalRevenue  
AZPN    320740000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	189.199997	179.517829	194.02619	208.534551	172.712063	17.04983	138.612402	206.811723

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
AZPN	0.677612	189.199997	9413646.875	0.817172	0.799656	0.381343

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: [None, 'mul', False]
best inner cv score, sdev (11 folds): 455.88267076129983 541.1075629116453
test cv mean error, stdev (10 folds): 500.50451604473744 547.8829654623287
sell date: 2022-09-18
expected return: 0.10134786512475712
discounted return: 0.0010498415855568766
quarter return: 1.1013478651247464

['options', ('2022-07-15', '2022-12-16')]
symbol: CEIX
sector: Energy
Index: SP600
vol_30d_2yr: 10292389.84375
Sector 1YMF: 13.870006561279297
1YMF: 13.870006561279297
risk trend factor: 0.677246429262603
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
CEIX  2.034072        0.842       95.981  241890000       0.16404  2.585434   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
CEIX    252373632       0.3951    422536000                 0.82577   

          industry   marketCap operatingCashflow operatingMargins payoutRatio  \
CEIX  Thermal Coal  1606689280         375780000          0.01441           0   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
CEIX    2.403771                     1.089613       0.00221      0.658   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
CEIX        0.00507         0.0052         0.616          42.718  Energy   

     sharesOutstanding shortRatio  totalCash totalCashPerShare  totalDebt  \
CEIX          34814500       2.05  222906000             6.403  641545984   

     totalRevenue trailingPE  
CEIX   1474550016   512.7778  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	46.150002	47.268535	52.341873	57.415211	46.69127	6.413974	33.863321	59.519218

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
CEIX	1.548727	46.150002	10292389.84375	0.762563	0.855686	0.521917

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 36.976321206260096 64.10182322768459
test cv mean error, stdev (10 folds): 36.976336010190934 64.10181980239541
sell date: 2022-09-18
expected return: 1.5253203600537018
discounted return: 0.01012008177233592
quarter return: 2.525320360053713

['options', ('2022-08-19',)]
symbol: PSB
sector: error
sector: error
Index: SP400
vol_30d_2yr: 2723370.8984375
Sector 1YMF: 12.849990844726562
1YMF: 12.849990844726562
risk trend factor: 0.576750069513787
Empty DataFrame
Columns: []
Index: [PSB]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	185.919998	185.696223	186.664367	187.632511	178.031091	10.476157	157.078776	198.983405

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PSB	2.540601	185.919998	2723370.898438	0.951471	0.840486	0.47672

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 338.2036909355542 505.799897507174
test cv mean error, stdev (10 folds): 371.31200217226143 518.9986598445007
sell date: 2022-08-07
expected return: 0.017148258571142442
discounted return: 0.00034011556113511254
quarter return: 1.0317798406686582

symbol: MCK
sector: Healthcare
Index: SP500
vol_30d_2yr: 22868822.0703125
Sector 1YMF: 23.670013427734375
1YMF: 23.670013427734375
risk trend factor: 0.5738185073390152
         beta currentRatio dividendRate dividendYield      ebitda  \
MCK  0.716666         0.98         1.88        0.0058  3516999936   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MCK       0.01368  13.643667   2778374912       0.0503  11967000000   

    heldPercentInstitutions              industry    marketCap  \
MCK                   0.898  Medical Distribution  45891629056   

    operatingCashflow operatingMargins payoutRatio pegRatio  \
MCK        4917000192           0.0105      0.2521     1.05   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MCK                     0.178562       0.00549      0.445        0.02686   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
MCK       14.01754         0.096        1655.966  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
MCK         152682000       2.69  2753999872            18.385  8098999808   

     totalRevenue  
MCK  257005993984  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	300.570007	299.443248	318.421081	337.398913	317.445859	10.066372	297.313115	337.578604

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MCK	1.048139	300.570007	22868822.070312	0.803327	0.997242	0.461301

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 518.2206827971352 568.7446331297658
test cv mean error, stdev (10 folds): 542.1495065634238 591.2014883903353
sell date: 2022-06-19
expected return: 0.028401984075183757
discounted return: 0.028401984075183684
quarter return: 13.151864867613655

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Intangible Assets          2.130000e+09  2.385000e+09  2.797000e+09   
Capital Surplus            7.411000e+09  7.311000e+09  7.057000e+09   
Total Liab                 6.449500e+10  6.368800e+10  6.293200e+10   
Total Stockholder Equity  -1.274000e+09 -5.710000e+08 -5.290000e+08   
Minority Interest          4.870000e+08  4.840000e+08  4.910000e+08   
Other Current Liab         5.975000e+09  3.504000e+09  6.850000e+08   
Total Assets               6.370800e+10  6.360100e+10  6.289400e+10   
Common Stock               2.000000e+06  2.000000e+06  2.000000e+06   
Other Current Assets       5.940000e+09  3.470000e+09  1.230000e+08   
Retained Earnings          8.734000e+09  8.812000e+09  8.618000e+09   
Other Liab                 1.007600e+10  9.988000e+09  1.065700e+10   
Good Will                  9.462000e+09  9.473000e+09  9.520000e+09   
Treasury Stock            -1.742100e+10 -1.669600e+10 -1.620600e+10   
Other Assets               1.971000e+09  2.173000e+09  2.607000e+09   
Cash                       2.754000e+09  2.151000e+09  2.423000e+09   
Total Current Liabilities  4.745200e+10  4.607500e+10  4.383500e+10   
Short Long Term Debt       4.660000e+08  7.500000e+07  8.070000e+08   
Other Stockholder Equity  -1.655000e+09 -1.665000e+09 -1.627000e+09   
Property Plant Equipment   3.645000e+09  3.990000e+09  4.620000e+09   
Total Current Assets       4.649800e+10  4.558000e+10  4.335000e+10   
Long Term Investments      2.000000e+06           NaN           NaN   
Net Tangible Assets       -1.286600e+10 -1.242900e+10 -1.284600e+10   
Net Receivables            1.835500e+10  2.014000e+10  2.019800e+10   
Long Term Debt             5.323000e+09  5.769000e+09  6.282000e+09   
Inventory                  1.902400e+10  1.934200e+10  2.001600e+10   
Accounts Payable           3.718300e+10  3.892200e+10  3.838900e+10   

                             2021-03-31  
Intangible Assets          3.391000e+09  
Capital Surplus            6.925000e+09  
Total Liab                 6.356900e+10  
Total Stockholder Equity  -2.100000e+07  
Minority Interest          1.467000e+09  
Other Current Liab         1.670000e+08  
Total Assets               6.501500e+10  
Common Stock               2.000000e+06  
Other Current Assets       1.340000e+08  
Retained Earnings          8.202000e+09  
Other Liab                 1.110100e+10  
Good Will                  9.493000e+09  
Treasury Stock            -1.515000e+10  
Other Assets               1.799000e+09  
Cash                       6.278000e+09  
Total Current Liabilities  4.410300e+10  
Short Long Term Debt       7.740000e+08  
Other Stockholder Equity  -1.480000e+09  
Property Plant Equipment   4.681000e+09  
Total Current Assets       4.538200e+10  
Long Term Investments      2.690000e+08  
Net Tangible Assets       -1.290500e+10  
Net Receivables            1.918100e+10  
Long Term Debt             6.292000e+09  
Inventory                  1.924600e+10  
Accounts Payable           3.897500e+10  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Change To Liabilities                      1.810000e+08  2.040000e+09   
Total Cashflows From Investing Activities -1.150000e+08 -5.800000e+07   
Net Borrowings                             3.620000e+08 -1.136000e+09   
Total Cash From Financing Activities      -4.380000e+08 -1.743000e+09   
Change To Operating Activities             3.300000e+07  1.300000e+08   
Issuance Of Stock                          6.300000e+07  4.000000e+07   
Net Income                                -7.000000e+06  2.670000e+08   
Change In Cash                             6.260000e+08 -2.000000e+06   
Repurchase Of Stock                       -7.140000e+08 -2.640000e+08   
Effect Of Exchange Rate                    1.700000e+07  7.000000e+06   
Total Cash From Operating Activities       1.377000e+09  1.792000e+09   
Depreciation                               1.850000e+08  1.950000e+08   
Other Cashflows From Investing Activities -3.000000e+07 -3.100000e+07   
Dividends Paid                            -7.200000e+07 -6.500000e+07   
Change To Inventory                       -4.950000e+08 -2.630000e+08   
Change To Account Receivables              3.860000e+08 -1.266000e+09   
Other Cashflows From Financing Activities -7.700000e+07 -3.180000e+08   
Change To Netincome                        9.580000e+08  5.950000e+08   
Capital Expenditures                      -6.700000e+07 -9.300000e+07   

                                             2021-06-30    2021-03-31  
Change To Liabilities                     -6.090000e+08  2.507000e+09  
Total Cashflows From Investing Activities -9.900000e+07 -2.050000e+08  
Net Borrowings                            -2.000000e+06 -1.620000e+08  
Total Cash From Financing Activities      -2.151000e+09 -5.170000e+08  
Change To Operating Activities            -1.650000e+08  3.700000e+07  
Issuance Of Stock                          7.100000e+07  3.700000e+07  
Net Income                                 4.860000e+08  6.660000e+08  
Change In Cash                            -3.861000e+09  2.664000e+09  
Repurchase Of Stock                       -1.008000e+09 -2.440000e+08  
Effect Of Exchange Rate                    1.100000e+07  1.600000e+07  
Total Cash From Operating Activities      -1.622000e+09  3.370000e+09  
Depreciation                               2.180000e+08  2.210000e+08  
Other Cashflows From Investing Activities -2.200000e+07 -6.400000e+07  
Dividends Paid                            -6.900000e+07 -6.700000e+07  
Change To Inventory                       -9.010000e+08 -2.300000e+08  
Change To Account Receivables             -1.045000e+09 -3.550000e+08  
Other Cashflows From Financing Activities -1.143000e+09 -8.100000e+07  
Change To Netincome                        4.480000e+08  8.740000e+08  
Capital Expenditures                      -9.300000e+07 -1.580000e+08  ]
['quarterly_earnings',              Revenue   Earnings
Quarter                        
1Q2021   59142000000  666000000
2Q2021   62674000000  486000000
3Q2021   66576000000  267000000
4Q2021   68614000000   -7000000]
['quarterly_financials',                                            2021-12-31     2021-09-30  \
Research Development                             None           None   
Effect Of Accounting Charges                     None           None   
Income Before Tax                         277000000.0    442000000.0   
Minority Interest                         487000000.0    484000000.0   
Net Income                                 -7000000.0    267000000.0   
Selling General Administrative           3105000000.0   2669000000.0   
Gross Profit                             3428000000.0   3352000000.0   
Ebit                                      323000000.0    683000000.0   
Operating Income                          323000000.0    683000000.0   
Other Operating Expenses                         None           None   
Interest Expense                          -41000000.0    -45000000.0   
Extraordinary Items                              None           None   
Non Recurring                                    None           None   
Other Items                                      None           None   
Income Tax Expense                        238000000.0    132000000.0   
Total Revenue                           68614000000.0  66576000000.0   
Total Operating Expenses                68291000000.0  65893000000.0   
Cost Of Revenue                         65186000000.0  63224000000.0   
Total Other Income Expense Net            -46000000.0   -241000000.0   
Discontinued Operations                           NaN            NaN   
Net Income From Continuing Ops             39000000.0    310000000.0   
Net Income Applicable To Common Shares     -7000000.0    267000000.0   

                                           2021-06-30     2021-03-31  
Research Development                             None           None  
Effect Of Accounting Charges                     None           None  
Income Before Tax                         562000000.0   1029000000.0  
Minority Interest                         491000000.0   1467000000.0  
Net Income                                486000000.0    666000000.0  
Selling General Administrative           2232000000.0   2224000000.0  
Gross Profit                             3032000000.0   3116000000.0  
Ebit                                      800000000.0    892000000.0  
Operating Income                          800000000.0    892000000.0  
Other Operating Expenses                         None           None  
Interest Expense                          -49000000.0    -52000000.0  
Extraordinary Items                              None           None  
Non Recurring                                    None           None  
Other Items                                      None           None  
Income Tax Expense                         26000000.0    316000000.0  
Total Revenue                           62674000000.0  59142000000.0  
Total Operating Expenses                61874000000.0  58250000000.0  
Cost Of Revenue                         59642000000.0  56026000000.0  
Total Other Income Expense Net           -238000000.0    137000000.0  
Discontinued Operations                    -3000000.0     -3000000.0  
Net Income From Continuing Ops            536000000.0    713000000.0  
Net Income Applicable To Common Shares    486000000.0    666000000.0  ]
['mutualfund_holders',                                    Holder   Shares Date Reported   % Out  \
0  Vanguard Total Stock Market Index Fund  4329453    2021-12-30  0.0298   
1                 Vanguard 500 Index Fund  3233507    2021-12-30  0.0222   
2       MFS Series Trust I-MFS Value Fund  2893200    2022-02-27  0.0199   
3         JP Morgan Large Cap Growth Fund  2293009    2021-12-30  0.0158   
4             Vanguard Mid-Cap Index Fund  1726299    2021-12-30  0.0119   
5                  SPDR S&P 500 ETF Trust  1640864    2022-01-30  0.0113   
6                 Fidelity 500 Index Fund  1563585    2022-02-27  0.0108   
7                iShares Core S&P 500 ETF  1269846    2022-01-30  0.0087   
8             Putnam Large Cap Value Fund  1220237    2022-01-30  0.0084   
9         Vanguard Index-Value Index Fund  1166709    2021-12-30  0.0080   

        Value  
0  1076172132  
1   803752834  
2   795514272  
3   569973247  
4   429106142  
5   421242606  
6   429923331  
7   325994865  
8   313259242  
9   290008856  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                             Value
2022-5                           
palmOil                     False
controversialWeapons        False
gambling                    False
socialScore                  7.37
nuclear                     False
furLeather                  False
alcoholic                   False
gmo                         False
catholic                    False
socialPercentile                0
peerCount                      58
governanceScore              5.52
environmentPercentile           0
animalTesting               False
tobacco                     False
totalEsg                    15.17
highestControversy              3
esgPerformance           LAG_PERF
coal                        False
pesticides                  False
adult                       False
percentile                  10.18
peerGroup              Healthcare
smallArms                   False
environmentScore             2.29
governancePercentile            0
militaryContract            False]
symbol: GCP
sector: error
sector: error
Index: SP600
vol_30d_2yr: 8243886.328125
Sector 1YMF: 0.45000267028808594
1YMF: 0.45000267028808594
risk trend factor: 0.5027960224875223
Empty DataFrame
Columns: []
Index: [GCP]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	30.93	30.835356	31.038381	31.241406	31.187778	0.232375	30.723027	31.652528

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
GCP	1.87078	30.93	8243886.328125	0.913628	0.155232	0.442804

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 6.725378358452527 8.767570416634882
test cv mean error, stdev (10 folds): 7.2299543287742125 9.041944167259995
sell date: 2022-09-11
expected return: 0.031037791811212006
discounted return: 0.00035966301446155313
quarter return: 1.0336363774338702

['options', ('2022-08-19', '2022-12-16')]
symbol: WRB
sector: Financial Services
Index: SP500
vol_30d_2yr: 24741280.6640625
Sector 1YMF: 2.7066688537597656
1YMF: 2.7066688537597656
risk trend factor: 0.37488481940951457
         beta currentRatio debtToEquity dividendRate dividendYield  \
WRB  0.741517        0.453       44.413         0.35        0.0049   

    earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
WRB          1.585  1969144064       0.19279  15.017057   2491864832   

    grossMargins grossProfits heldPercentInstitutions  \
WRB      0.44661   4029355000                 0.69611   

                          industry    marketCap operatingCashflow  \
WRB  Insurance—Property & Casualty  18677542912        2350679040   

    operatingMargins payoutRatio pegRatio priceToBook  \
WRB          0.18096        0.07     1.94    2.720776   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
WRB                     1.828621       0.13546      0.278        0.03724   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
WRB        0.20909         0.352           36.85  Financial Services   

    sharesOutstanding shortRatio   totalCash totalCashPerShare   totalDebt  \
WRB         265192992       1.22  3303750912            12.458  3059073024   

    totalRevenue trailingPE  
WRB  10214005760  14.222536  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	66.82	65.019435	68.896032	72.772628	67.946191	1.725853	64.494485	71.397896

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
WRB	1.220256	66.82	24741280.664062	0.845794	0.942554	0.452599

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -72.2699966430664
Sector Volume Factor: 1.2707168073107045
Sector Risk Trend Factor: -4.617890709055871
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', False]
best inner cv score, sdev (11 folds): 36.391371239272026 68.87309205240048
test cv mean error, stdev (10 folds): 39.75805827574408 71.36647056724222
sell date: 2022-09-11
expected return: 0.06296320305249105
discounted return: 0.000718616700517094
quarter return: 1.0683217860575231

['options', ('2022-07-15',)]
['sustainability',                            Value
2022-5                          
palmOil                    False
controversialWeapons       False
gambling                   False
socialScore                 7.83
nuclear                    False
furLeather                 False
alcoholic                  False
gmo                        False
catholic                   False
socialPercentile            None
peerCount                     96
governanceScore            12.16
environmentPercentile       None
animalTesting              False
tobacco                    False
totalEsg                   21.95
highestControversy             1
esgPerformance          AVG_PERF
coal                       False
pesticides                 False
adult                      False
percentile                 31.22
peerGroup              Insurance
smallArms                  False
environmentScore            1.95
governancePercentile        None
militaryContract           False]
symbol: FCN
sector: error
sector: error
Index: SP400
vol_30d_2yr: 6853053.3203125
Sector 1YMF: 6.7500152587890625
1YMF: 6.7500152587890625
risk trend factor: 0.3590433065465876
Empty DataFrame
Columns: []
Index: [FCN]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	164.020004	159.077845	165.278412	171.47898	162.282857	5.027495	152.227867	172.337847

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
FCN	0.694756	164.020004	6853053.320312	0.888589	0.922824	0.404937

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 221.9363996832125 99.19003381369951
test cv mean error, stdev (10 folds): 216.7443928056744 102.59619594941105
sell date: 2022-09-04
expected return: 0.12937876716759217
discounted return: 0.0015610597253727931
quarter return: 1.154313175112898

symbol: XOM
sector: Energy
Index: SP500
vol_30d_2yr: 552640281.25
Sector 1YMF: 9.1300048828125
1YMF: 9.1300048828125
risk trend factor: 0.34741268291096833
         beta currentRatio debtToEquity dividendRate dividendYield  \
XOM  1.040834        1.072       26.929         3.52        0.0409   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
XOM          1.003  53895000064       0.17427  9.558269  31484874752   

    grossMargins grossProfits heldPercentInstitutions              industry  \
XOM      0.31806  90045000000                 0.56863  Oil & Gas Integrated   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
XOM  362840784896       53653000192          0.10859      0.5804     0.32   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
XOM    2.143942                     1.173221       0.08339      0.739   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
XOM        0.06097         0.1559         0.525          72.369  Energy   

    sharesOutstanding shortRatio    totalCash totalCashPerShare    totalDebt  \
XOM        4213199872       1.61  11073999872             2.629  47537000448   

     totalRevenue trailingPE  
XOM  309269004288  14.281923  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	86.120003	88.433461	96.553809	104.674158	88.917204	6.448671	76.019861	101.814547

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
XOM	1.153813	86.120003	552640281.25	0.738786	0.784328	0.530974

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 91.49524310374426 82.24235870170313
test cv mean error, stdev (10 folds): 100.12742157673412 81.36662110947869
sell date: 2022-09-11
expected return: 0.1965755646592561
discounted return: 0.0021135690462554813
quarter return: 1.2143915279789432

['options', ('2022-07-15', '2023-01-20', '2024-01-19', '2026-02-21')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.82
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       8.14
environmentPercentile                 None
animalTesting                         True
tobacco                              False
totalEsg                             36.46
highestControversy                       3
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                            81.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     18.51
governancePercentile                  None
militaryContract                     False]
symbol: MANT
sector: Technology
Index: SP600
vol_30d_2yr: 4428022.265625
Sector 1YMF: 5.6399993896484375
1YMF: 5.6399993896484375
risk trend factor: 0.32063661839633545
          beta currentRatio debtToEquity dividendRate dividendYield  \
MANT  0.737745        1.584       23.665         1.64          0.02   

     earningsGrowth     ebitda ebitdaMargins  forwardPE freeCashflow  \
MANT          -0.07  264191008       0.10344  25.047745     89507376   

     grossMargins grossProfits heldPercentInstitutions              industry  \
MANT      0.14856    379411000                 0.71066  Software—Application   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
MANT  3867116288         212171008          0.07374      0.4669     4.97   

     priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
MANT    2.299301                     1.514167       0.05365      1.462   

     returnOnAssets returnOnEquity revenueGrowth revenuePerShare      sector  \
MANT         0.0485        0.08419        -0.007           62.85  Technology   

     sharesOutstanding shortRatio totalCash totalCashPerShare  totalDebt  \
MANT          39355500       2.93  53374000             1.308  396480000   

     totalRevenue trailingPE  
MANT   2553956096  28.230194  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	94.790001	94.21236	94.956032	95.699705	88.233333	5.546632	77.140069	99.326598

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MANT	2.782348	94.790001	4428022.265625	0.833671	0.571232	0.363702

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: [None, 'add', False]
best inner cv score, sdev (11 folds): 60.385622027777416 35.316278309518836
test cv mean error, stdev (10 folds): 57.005994391999096 35.30329377276276
sell date: 2022-09-18
expected return: 0.03629820039840771
discounted return: 0.0003876288112716342
quarter return: 1.0362982003984118

['options', ('2022-08-19',)]
symbol: SM
sector: Energy
Index: SP600
vol_30d_2yr: 85332599.609375
Sector 1YMF: 6.969999313354492
1YMF: 6.969999313354492
risk trend factor: 0.3050327621527311
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
SM  5.488235        0.717       93.916         0.02        0.0006  1315937024   

   ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
SM       0.45427  8.413136    570353344       0.8671   2136878000   

   heldPercentInstitutions       industry   marketCap operatingCashflow  \
SM                 0.88028  Oil & Gas E&P  4823732224        1396240000   

   operatingMargins payoutRatio pegRatio priceToBook  \
SM          0.18012       0.007     0.12    2.946938   

   priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
SM                      1.66518       0.11608        0.7        0.06264   

   returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
SM        0.17312         0.931          23.974  Energy         121474000   

   shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
SM       2.26  419887008             3.446  1986428032   2896824064  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	39.709999	36.543497	46.618254	56.693011	41.080159	5.405133	30.269893	51.890424

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
SM	0.640686	39.709999	85332599.609375	0.715458	0.803847	0.471215

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 42.37610152236556 58.106738953917485
test cv mean error, stdev (10 folds): 46.450576534700396 59.425731885749904
sell date: 2022-09-18
expected return: 2.8759349619212884
discounted return: 0.014834905637306273
quarter return: 3.875934961921255

['quarterly_balance_sheet',                              2022-03-31    2021-12-31    2021-09-30  \
Capital Surplus            1.844478e+09  1.840228e+09  1.838620e+09   
Total Liab                 3.280672e+09  3.170846e+09  3.425061e+09   
Total Stockholder Equity   2.115109e+09  2.063131e+09  1.636899e+09   
Deferred Long Term Liab    2.300000e+06  2.700000e+06  3.100000e+06   
Other Current Liab         5.381270e+08  4.047460e+08  5.520440e+08   
Total Assets               5.395781e+09  5.233977e+09  5.061960e+09   
Common Stock               1.219000e+06  1.219000e+06  1.215000e+06   
Other Current Assets       9.649000e+06  2.409500e+07  2.451400e+07   
Retained Earnings          2.820790e+08  2.345330e+08 -1.903670e+08   
Other Liab                 2.415590e+08  1.809150e+08  2.438640e+08   
Treasury Stock            -1.266700e+07 -1.284900e+07 -1.256900e+07   
Other Assets               5.397300e+07  2.576600e+07  6.020700e+07   
Cash                       4.198870e+08  3.327160e+08  2.980000e+07   
Total Current Liabilities  1.058721e+09  8.893270e+08  1.103567e+09   
Other Stockholder Equity  -1.266700e+07 -1.284900e+07 -1.256900e+07   
Property Plant Equipment   4.582973e+09  4.595024e+09  4.665483e+09   
Total Current Assets       7.588350e+08  6.131870e+08  3.362700e+08   
Net Tangible Assets        2.115109e+09  2.063131e+09  1.636899e+09   
Net Receivables            3.210760e+08  2.472010e+08  2.722480e+08   
Long Term Debt             1.980392e+09  2.081164e+09  2.077630e+09   
Accounts Payable           5.145580e+08  2.507200e+07  5.424740e+08   

                             2021-06-30  
Capital Surplus            1.838859e+09  
Total Liab                 3.500489e+09  
Total Stockholder Equity   1.552509e+09  
Deferred Long Term Liab    3.500000e+06  
Other Current Liab         5.450620e+08  
Total Assets               5.052998e+09  
Common Stock               1.210000e+06  
Other Current Assets       3.130300e+07  
Retained Earnings         -2.747450e+08  
Other Liab                 2.566960e+08  
Treasury Stock            -1.281500e+07  
Other Assets               6.877900e+07  
Cash                                NaN  
Total Current Liabilities  1.051668e+09  
Other Stockholder Equity  -1.281500e+07  
Property Plant Equipment   4.714809e+09  
Total Current Assets       2.694100e+08  
Net Tangible Assets        1.552509e+09  
Net Receivables            2.295120e+08  
Long Term Debt             2.192125e+09  
Accounts Payable           4.962850e+08  ]
['quarterly_cashflow',                                             2022-03-31   2021-12-31  \
Change To Liabilities                              0.0  218238000.0   
Total Cashflows From Investing Activities -150127000.0 -122484000.0   
Net Borrowings                            -104770000.0 -104770000.0   
Total Cash From Financing Activities      -104794000.0   -4230000.0   
Change To Operating Activities            -137962000.0  -51950000.0   
Net Income                                  48764000.0  424900000.0   
Change In Cash                              87171000.0  302916000.0   
Total Cash From Operating Activities       342092000.0  429630000.0   
Depreciation                               160481000.0  208761000.0   
Other Cashflows From Financing Activities     -24000.0   -4339000.0   
Change To Netincome                        266799000.0 -273197000.0   
Capital Expenditures                      -150127000.0 -124576000.0   
Issuance Of Stock                                  NaN    1324000.0   
Dividends Paid                                     NaN   -1215000.0   
Change To Account Receivables                      NaN -101047000.0   
Other Cashflows From Investing Activities          NaN          NaN   

                                            2021-09-30   2021-06-30  
Change To Liabilities                              0.0          0.0  
Total Cashflows From Investing Activities -174795000.0 -222322000.0  
Net Borrowings                            -118792000.0  -74213000.0  
Total Cash From Financing Activities      -123524000.0  -74077000.0  
Change To Operating Activities              21078000.0   82529000.0  
Net Income                                  85593000.0 -222995000.0  
Change In Cash                              29800000.0   29800000.0  
Total Cash From Operating Activities       328119000.0  296399000.0  
Depreciation                               211451000.0  213464000.0  
Other Cashflows From Financing Activities   -4732000.0      -1000.0  
Change To Netincome                          6092000.0  218679000.0  
Capital Expenditures                      -183409000.0 -222614000.0  
Issuance Of Stock                            1324000.0    1315000.0  
Dividends Paid                              -1215000.0   -1178000.0  
Change To Account Receivables             -101047000.0 -101047000.0  
Other Cashflows From Investing Activities    -221000.0     292000.0  ]
['quarterly_earnings',            Revenue   Earnings
Quarter                      
2Q2021   538649000 -222995000
3Q2021   724539000   85593000
4Q2021   814260000  424900000
1Q2022   819376000   48764000]
['quarterly_financials',                                          2022-03-31   2021-12-31   2021-09-30  \
Research Development                           None         None         None   
Effect Of Accounting Charges                   None         None         None   
Income Before Tax                        61625000.0  434933000.0   85554000.0   
Minority Interest                              None         None         None   
Net Income                               48764000.0  424900000.0   85593000.0   
Selling General Administrative           24996000.0   37062000.0   25530000.0   
Gross Profit                            723085000.0  714875000.0  629894000.0   
Ebit                                    101736000.0  474411000.0  126257000.0   
Operating Income                        101736000.0  474411000.0  126257000.0   
Other Operating Expenses                426826000.0  -17909000.0  257947000.0   
Interest Expense                        -39387000.0  -40085000.0  -40861000.0   
Extraordinary Items                            None         None         None   
Non Recurring                                  None         None         None   
Other Items                                    None         None         None   
Income Tax Expense                       12861000.0   10033000.0     -39000.0   
Total Revenue                           819376000.0  814260000.0  724539000.0   
Total Operating Expenses                717640000.0  339849000.0  598282000.0   
Cost Of Revenue                          96291000.0   99385000.0   94645000.0   
Total Other Income Expense Net          -40111000.0  -39478000.0  -40703000.0   
Discontinued Operations                        None         None         None   
Net Income From Continuing Ops           48764000.0  424900000.0   85593000.0   
Net Income Applicable To Common Shares   48764000.0  424900000.0   85593000.0   

                                         2021-06-30  
Research Development                           None  
Effect Of Accounting Charges                   None  
Income Before Tax                      -223157000.0  
Minority Interest                              None  
Net Income                             -222995000.0  
Selling General Administrative           24639000.0  
Gross Profit                            443993000.0  
Ebit                                   -180624000.0  
Operating Income                       -180624000.0  
Other Operating Expenses                377800000.0  
Interest Expense                        -39536000.0  
Extraordinary Items                            None  
Non Recurring                                  None  
Other Items                                    None  
Income Tax Expense                        -162000.0  
Total Revenue                           538649000.0  
Total Operating Expenses                719273000.0  
Cost Of Revenue                          94656000.0  
Total Other Income Expense Net          -42533000.0  
Discontinued Operations                        None  
Net Income From Continuing Ops         -222995000.0  
Net Income Applicable To Common Shares -222995000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0                      iShares Core S&P Smallcap ETF  8545223    2022-01-30   
1             Vanguard Total Stock Market Index Fund  3454105    2021-12-30   
2                      Vanguard Small-Cap Index Fund  3058030    2021-12-30   
3                           iShares Russell 2000 ETF  2729906    2022-01-30   
4  SPDR (R) Ser Tr-SPDR (R) S&P (R) Oil & Gas Exp...  2729590    2022-01-30   
5                Vanguard Small Cap Value Index Fund  1938357    2021-12-30   
6                Vanguard Extended Market Index Fund  1597503    2021-12-30   
7               iShares S&P Small-Cap 600 Growth ETF  1404764    2022-01-30   
8                   First Trust NASDAQ Oil & Gas ETF  1361871    2022-02-27   
9                     iShares Russell 2000 Value ETF  1284094    2022-01-30   

    % Out      Value  
0  0.0701  280368766  
1  0.0283  101827015  
2  0.0251   90150724  
3  0.0224   89568215  
4  0.0224   89557847  
5  0.0159   57142764  
6  0.0131   47094388  
7  0.0115   46090306  
8  0.0112   48360039  
9  0.0105   42131124  ]
['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
symbol: DINO
sector: Energy
Index: SP400
vol_30d_2yr: 51433534.1796875
Sector 1YMF: 6.369998931884766
1YMF: 6.369998931884766
risk trend factor: 0.2699152264297761
         beta currentRatio debtToEquity dividendRate dividendYield  \
DINO  1.54401        1.728       43.018          1.6        0.0278   

     earningsGrowth      ebitda ebitdaMargins  forwardPE freeCashflow  \
DINO              0  1260462976       0.05641  10.206038  -1079519232   

     grossMargins grossProfits heldPercentInstitutions  \
DINO       0.0784   1615735000                 0.62669   

                            industry    marketCap operatingCashflow  \
DINO  Oil & Gas Refining & Marketing  12826910720         805392000   

     operatingMargins payoutRatio pegRatio priceToBook  \
DINO          0.03909      0.1032     0.35    1.580395   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DINO                     0.574075       0.02551      0.791        0.03679   

     returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DINO        0.09048         1.128         134.828  Energy         223232000   

     shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  \
DINO       3.27  592278016             2.653  3818710016  22343598080   

     trailingPE  
DINO  16.929876  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	45.0	43.432974	51.035714	58.638454	43.785397	6.19363	31.398138	56.172656

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DINO	1.094012	45.0	51433534.179688	0.676181	0.488602	0.560442

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: [None, 'add', True]
best inner cv score, sdev (11 folds): 68.74363453666071 61.18344803930672
test cv mean error, stdev (10 folds): 74.39993477363797 61.36632124815793
sell date: 2022-09-18
expected return: 0.2808344011369161
discounted return: 0.0026939672414314497
quarter return: 1.2808344011369226

symbol: PLAB
sector: Technology
Index: SP600
vol_30d_2yr: 10786618.9453125
Sector 1YMF: 2.2899999618530273
1YMF: 2.2899999618530273
risk trend factor: 0.26412914530661946
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
PLAB  0.980357        3.417        7.842          1.889  233440992   

     ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PLAB       0.31281  10.108109     90646496      0.30828    167044000   

     heldPercentInstitutions                             industry   marketCap  \
PLAB                 0.90554  Semiconductor Equipment & Materials  1385207808   

     operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
PLAB         195842000          0.19934           0     1.19     1.62538   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PLAB                     1.856183       0.12032      2.814        0.07156   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
PLAB        0.12739          0.28          12.342  Technology   

     sharesOutstanding shortRatio  totalCash totalCashPerShare totalDebt  \
PLAB          61729400       3.37  329281984             5.433  82548000   

     totalRevenue trailingPE  
PLAB    746267008  15.338346  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	19.15	14.678059	19.802381	24.926703	17.249841	2.549321	12.151199	22.348483

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PLAB	2.163783	19.15	10786618.945312	0.729861	0.736899	0.332818

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -363.4599914550781
Sector Volume Factor: 1.1528457613891094
Sector Risk Trend Factor: -4.954471974241429
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', False]
best inner cv score, sdev (11 folds): 3.334656929030538 2.7550711262742067
test cv mean error, stdev (10 folds): 3.3074930878853954 2.8881385112542737
sell date: 2022-06-26
expected return: 0.06992632909908494
discounted return: 0.008484515546484772
quarter return: 2.1755524670673285

['options', ('2022-12-16',)]
symbol: MPC
sector: Energy
Index: SP500
vol_30d_2yr: 141817662.109375
Sector 1YMF: 6.860008239746094
1YMF: 6.860008239746094
risk trend factor: 0.20927420668724137
        beta currentRatio debtToEquity dividendRate dividendYield      ebitda  \
MPC  1.75499        1.449       89.568         2.32        0.0266  8572000256   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
MPC       0.06306  11.191026  18097874944      0.08778  10443000000   

    heldPercentInstitutions                        industry    marketCap  \
MPC                 0.79745  Oil & Gas Refining & Marketing  47223455744   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MPC        6418999808           0.0386      0.5472     0.35     1.98454   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MPC                     0.347428       0.07964      1.045        0.03693   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MPC        0.12817         0.679         222.006  Energy         540995008   

    shortRatio    totalCash totalCashPerShare    totalDebt  totalRevenue  \
MPC       2.78  10597000192            19.588  28034000896  135922999296   

    trailingPE  
MPC    4.97776  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	87.290001	89.493723	102.090159	114.686595	92.392331	8.807067	74.778196	110.006465

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MPC	1.221452	87.290001	141817662.109375	0.691764	0.549549	0.514371

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 140.0238200142677 139.69179090033344
test cv mean error, stdev (10 folds): 136.35409856051533 146.00360337831208
sell date: 2022-09-11
expected return: 0.36403694571141243
discounted return: 0.003659014914468406
quarter return: 1.399360021186027

['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.01
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        5.87
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              28.78
highestControversy                        3
esgPerformance                     AVG_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            57.14
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      15.91
governancePercentile                   None
militaryContract                      False]
symbol: LLY
sector: Healthcare
Index: SP500
vol_30d_2yr: 70977344.3359375
Sector 1YMF: 8.8499755859375
1YMF: 8.8499755859375
risk trend factor: 0.18730107060185186
         beta currentRatio debtToEquity dividendRate dividendYield  \
LLY  0.430392        1.267      174.931         3.92        0.0134   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
LLY          0.409  10721399808       0.36563  38.83845   4736287744   

    grossMargins grossProfits heldPercentInstitutions  \
LLY       0.7556  21345300000                 0.84303   

                       industry     marketCap operatingCashflow  \
LLY  Drug Manufacturers—General  278272606208        8062499840   

    operatingMargins payoutRatio pegRatio priceToBook  \
LLY          0.30994      0.5245     5.44   34.015434   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
LLY                     9.489974       0.20903      0.772        0.12117   

    returnOnEquity revenueGrowth revenuePerShare      sector  \
LLY        0.74019         0.148          32.376  Healthcare   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
LLY         956592000       1.74  2571599872             2.857  16551999488   

    totalRevenue trailingPE  
LLY  29322799104  44.412212  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	290.899994	284.096885	302.232381	320.367877	296.315556	9.524706	277.266144	315.364968

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
LLY	0.967658	290.899994	70977344.335938	0.829733	0.979741	0.407173

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', True]
best inner cv score, sdev (11 folds): 459.6304362722876 543.8838721179123
test cv mean error, stdev (10 folds): 480.5258484532119 566.2048214421843
sell date: 2022-08-28
expected return: 0.11058611715620836
discounted return: 0.0014783862361804623
quarter return: 1.1455800400356924

['quarterly_balance_sheet',                                     2022-03-31    2021-12-31    2021-09-30  \
Intangible Assets                 7.482400e+09  7.691900e+09  7.887700e+09   
Capital Surplus                   6.656300e+09  6.833400e+09  6.758000e+09   
Total Liab                        3.745730e+10  3.965120e+10  4.023290e+10   
Total Stockholder Equity          9.330800e+09  8.979200e+09  7.757000e+09   
Minority Interest                 1.312000e+08  1.756000e+08  1.971000e+08   
Other Current Liab                3.135000e+09  3.814100e+09  2.513000e+09   
Total Assets                      4.691930e+10  4.880600e+10  4.818700e+10   
Common Stock                      5.941000e+08  5.963000e+08  5.982000e+08   
Other Current Assets              3.880000e+07  9.900000e+06  5.500000e+06   
Retained Earnings                 9.369400e+09  8.958500e+09  9.639400e+09   
Other Liab                        8.875200e+09  8.674200e+09  1.099380e+10   
Good Will                         3.892000e+09  3.892000e+09  3.884100e+09   
Treasury Stock                   -7.289000e+09 -7.409000e+09 -9.238600e+09   
Other Assets                      6.506600e+09  6.380000e+09  6.122000e+09   
Cash                              2.459200e+09  3.818500e+09  3.788200e+09   
Total Current Liabilities         1.338600e+10  1.505270e+10  1.368200e+10   
Deferred Long Term Asset Charges  2.464900e+09  2.489300e+09  2.625600e+09   
Short Long Term Debt              1.355900e+09  1.539500e+09  1.580000e+09   
Other Stockholder Equity         -7.238500e+09 -7.356300e+09 -9.185900e+09   
Property Plant Equipment          9.102700e+09  8.985100e+09  8.920400e+09   
Total Current Assets              1.696470e+10  1.845240e+10  1.780830e+10   
Long Term Investments             2.970900e+09  3.404600e+09  3.564500e+09   
Net Tangible Assets              -2.043600e+09 -2.604700e+09 -4.014800e+09   
Short Term Investments            1.091000e+08  9.010000e+07  3.710000e+07   
Net Receivables                   7.763600e+09  8.112500e+09  6.992300e+09   
Long Term Debt                    1.519610e+10  1.538700e+10  1.555710e+10   
Inventory                         3.893000e+09  3.886000e+09  3.907400e+09   
Accounts Payable                  1.433300e+09  1.670600e+09  1.566800e+09   

                                    2021-06-30  
Intangible Assets                 7.985400e+09  
Capital Surplus                   6.669200e+09  
Total Liab                        4.114550e+10  
Total Stockholder Equity          6.444400e+09  
Minority Interest                 2.191000e+08  
Other Current Liab                3.878400e+09  
Total Assets                      4.780900e+10  
Common Stock                      5.981000e+08  
Other Current Assets              5.400000e+06  
Retained Earnings                 8.530100e+09  
Other Liab                        1.127500e+10  
Good Will                         3.884200e+09  
Treasury Stock                   -9.353000e+09  
Other Assets                      6.104000e+09  
Cash                              3.220000e+09  
Total Current Liabilities         1.509320e+10  
Deferred Long Term Asset Charges  2.674900e+09  
Short Long Term Debt              1.625700e+09  
Other Stockholder Equity         -9.300300e+09  
Property Plant Equipment          8.855500e+09  
Total Current Assets              1.729550e+10  
Long Term Investments             3.684400e+09  
Net Tangible Assets              -5.425200e+09  
Short Term Investments            5.120000e+07  
Net Receivables                   6.869700e+09  
Long Term Debt                    1.477730e+10  
Inventory                         3.824900e+09  
Accounts Payable                  1.597800e+09  ]
['quarterly_cashflow',                                              2022-03-31    2021-12-31  \
Investments                               -2.320000e+07 -1.180000e+07   
Change To Liabilities                      0.000000e+00 -6.641000e+08   
Total Cashflows From Investing Activities -1.013800e+09 -3.790000e+08   
Net Borrowings                            -2.104000e+08 -2.600000e+06   
Total Cash From Financing Activities      -2.878300e+09 -1.526500e+09   
Change To Operating Activities            -4.550000e+07  2.063500e+09   
Net Income                                 1.902900e+09  1.726100e+09   
Change In Cash                            -1.359300e+09  3.030000e+07   
Repurchase Of Stock                       -1.500000e+09 -7.500000e+08   
Effect Of Exchange Rate                    3.360000e+07 -2.207000e+08   
Total Cash From Operating Activities       2.499200e+09  2.156500e+09   
Depreciation                               4.357000e+08  4.457000e+08   
Other Cashflows From Investing Activities -1.334000e+08  2.700000e+07   
Dividends Paid                            -8.855000e+08 -7.733000e+08   
Other Cashflows From Financing Activities -2.824000e+08 -6.000000e+05   
Change To Netincome                        2.061000e+08  4.592000e+08   
Capital Expenditures                      -3.654000e+08 -2.914000e+08   
Change To Inventory                                 NaN -2.359000e+08   
Change To Account Receivables                       NaN -1.278300e+09   

                                             2021-09-30    2021-06-30  
Investments                               -1.077000e+08 -2.440000e+07  
Change To Liabilities                      0.000000e+00  0.000000e+00  
Total Cashflows From Investing Activities -6.165000e+08 -4.833000e+08  
Net Borrowings                             3.077000e+08  2.000000e+08  
Total Cash From Financing Activities      -4.632000e+08 -1.083200e+09  
Change To Operating Activities            -6.665000e+08  2.212000e+08  
Net Income                                 1.110100e+09  1.390200e+09  
Change In Cash                             5.682000e+08  2.176000e+08  
Repurchase Of Stock                       -7.500000e+08 -5.000000e+08  
Effect Of Exchange Rate                    1.660000e+07  8.600000e+06  
Total Cash From Operating Activities       1.631300e+09  1.775500e+09  
Depreciation                               3.823000e+08  3.693000e+08  
Other Cashflows From Investing Activities -5.320000e+07  7.240000e+07  
Dividends Paid                            -7.704000e+08 -7.683000e+08  
Other Cashflows From Financing Activities -5.000000e+05 -1.490000e+07  
Change To Netincome                        8.054000e+08 -2.052000e+08  
Capital Expenditures                      -3.368000e+08 -3.813000e+08  
Change To Inventory                       -2.359000e+08 -2.359000e+08  
Change To Account Receivables             -1.278300e+09 -1.278300e+09  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
2Q2021   6740100000  1390200000
3Q2021   6772800000  1110100000
4Q2021   7999900000  1726100000
1Q2022   7810000000  1902900000]
['quarterly_financials',                                           2022-03-31    2021-12-31  \
Research Development                    1610100000.0  1959400000.0   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       2053600000.0  1839900000.0   
Minority Interest                        131200000.0   175600000.0   
Net Income                              1902900000.0  1726100000.0   
Selling General Administrative          1464600000.0  1519400000.0   
Gross Profit                            5737900000.0  5854300000.0   
Ebit                                    2663200000.0  2375500000.0   
Operating Income                        2663200000.0  2375500000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -84900000.0   -81400000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150700000.0   113800000.0   
Total Revenue                           7810000000.0  7999900000.0   
Total Operating Expenses                5146800000.0  5624400000.0   
Cost Of Revenue                         2072100000.0  2145600000.0   
Total Other Income Expense Net          -609600000.0  -535600000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1902900000.0  1726100000.0   
Net Income Applicable To Common Shares  1902900000.0  1726100000.0   

                                          2021-09-30    2021-06-30  
Research Development                    1708900000.0  1672800000.0  
Effect Of Accounting Charges                    None          None  
Income Before Tax                       1245300000.0  1593900000.0  
Minority Interest                        197100000.0   219100000.0  
Net Income                              1110100000.0  1390200000.0  
Selling General Administrative          1505300000.0  1614600000.0  
Gross Profit                            5342000000.0  5209900000.0  
Ebit                                    2127800000.0  1922500000.0  
Operating Income                        2127800000.0  1922500000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -83600000.0   -86900000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                       135200000.0   203700000.0  
Total Revenue                           6772800000.0  6740100000.0  
Total Operating Expenses                4645000000.0  4817600000.0  
Cost Of Revenue                         1430800000.0  1530200000.0  
Total Other Income Expense Net          -882500000.0  -328600000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops          1110100000.0  1390200000.0  
Net Income Applicable To Common Shares  1110100000.0  1390200000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  24466874    2021-12-30   
1                            Vanguard 500 Index Fund  16814257    2021-12-30   
2                             Vanguard/Primecap Fund  16263808    2021-12-30   
3              Vanguard Specialized-Health Care Fund  10213125    2022-01-30   
4                             SPDR S&P 500 ETF Trust   8436788    2022-01-30   
5                            Fidelity 500 Index Fund   8130898    2022-02-27   
6                           iShares Core S&P 500 ETF   6602520    2022-01-30   
7                    Vanguard Index-Value Index Fund   6578581    2021-12-30   
8                            Fidelity Contrafund Inc   6465969    2022-02-27   
9  Vanguard Institutional Index Fund-Institutiona...   5982359    2021-12-30   

    % Out       Value  
0  0.0258  6758239936  
1  0.0177  4644434068  
2  0.0171  4492389045  
3  0.0107  2506198743  
4  0.0089  2070303407  
5  0.0086  2032317955  
6  0.0069  1620192382  
7  0.0069  1817135643  
8  0.0068  1616168951  
9  0.0063  1652447202  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                       17.4
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                          True
socialPercentile                     0
peerCount                           83
governanceScore                  11.56
environmentPercentile                0
animalTesting                     True
tobacco                          False
totalEsg                          32.4
highestControversy                   2
esgPerformance               LEAD_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       70.21
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  3.43
governancePercentile                 0
militaryContract                 False]
symbol: VLO
sector: Energy
Index: SP500
vol_30d_2yr: 90552079.1015625
Sector 1YMF: 9.160011291503906
1YMF: 9.160011291503906
risk trend factor: 0.1828345622851758
         beta currentRatio debtToEquity dividendRate dividendYield  \
VLO  1.762704        1.178       64.483         3.92        0.0349   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
VLO  6672999936       0.05306  9.871818   4647625216      0.05998   

    grossProfits heldPercentInstitutions                        industry  \
VLO   5487000000                 0.80514  Oil & Gas Refining & Marketing   

       marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
VLO  45886316544        6498999808           0.0341      0.6312     0.36   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
VLO    2.438094                     0.364858       0.02019        0.7   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
VLO        0.04701        0.14702         0.886         308.815  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
VLO         408096000       1.46  2638000128             6.464  13160999936   

     totalRevenue trailingPE  
VLO  125765001216   18.10045  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	112.440002	114.972524	130.979841	146.987158	116.34127	14.566462	87.208346	145.474193

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VLO	1.3872	112.440002	90552079.101562	0.691389	0.569718	0.530999

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['add', 'add', True]
best inner cv score, sdev (11 folds): 298.2478164675302 228.5074417183918
test cv mean error, stdev (10 folds): 310.914548290311 235.94980353237582
sell date: 2022-09-11
expected return: 0.41176994172704795
discounted return: 0.004065231256000779
quarter return: 1.45243742615299

['options', ('2023-01-20', '2024-01-19')]
['sustainability',                                       Value
2022-5                                     
palmOil                               False
controversialWeapons                  False
gambling                              False
socialScore                            7.23
nuclear                               False
furLeather                            False
alcoholic                             False
gmo                                   False
catholic                              False
socialPercentile                       None
peerCount                                39
governanceScore                        4.98
environmentPercentile                  None
animalTesting                         False
tobacco                               False
totalEsg                              30.94
highestControversy                        3
esgPerformance                     OUT_PERF
coal                                  False
pesticides                            False
adult                                 False
percentile                            65.34
peerGroup              Refiners & Pipelines
smallArms                             False
environmentScore                      18.74
governancePercentile                   None
militaryContract                      False]
symbol: APA
sector: Energy
Index: SP500
vol_30d_2yr: 204531248.4375
Sector 1YMF: 2.8700027465820312
1YMF: 2.8700027465820312
risk trend factor: 0.1813014791288129
        beta currentRatio dividendRate dividendYield earningsGrowth  \
APA  4.42549        1.124          0.5        0.0122         38.999   

         ebitda ebitdaMargins freeCashflow grossMargins grossProfits  \
APA  4470000128       0.55701   2259500032      0.63302   5080000000   

    heldPercentInstitutions       industry operatingCashflow operatingMargins  \
APA                 0.92629  Oil & Gas E&P        3496000000           0.3696   

    payoutRatio pegRatio profitMargins quickRatio returnOnAssets  \
APA      0.0339     0.16       0.12125      0.801        0.14233   

    returnOnEquity revenueGrowth revenuePerShare  sector shortRatio  \
APA       27.07216         0.905          21.457  Energy       1.45   

     totalCash totalCashPerShare   totalDebt totalRevenue  
APA  302000000             0.871  7760999936   8024999936  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	39.220001	39.703868	46.051746	52.399625	42.946032	3.294685	36.356662	49.535402

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
APA	0.999608	39.220001	204531248.4375	0.713933	0.302651	0.445144

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 46.85249904087894 42.24639199225648
test cv mean error, stdev (10 folds): 51.13208195708758 41.97344746396891
sell date: 2022-07-17
expected return: 0.48386219496704636
discounted return: 0.013701579315026358
quarter return: 3.4972874249785675

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   1.164500e+10  1.168600e+10  1.170400e+10   
Total Liab                        1.330800e+10  1.270500e+10  1.281900e+10   
Total Stockholder Equity         -1.595000e+09 -1.095000e+09 -9.640000e+08   
Minority Interest                 1.590000e+09  1.580000e+09  1.657000e+09   
Deferred Long Term Liab           5.700000e+08  5.150000e+08  5.120000e+08   
Other Current Liab                3.370000e+08  2.760000e+08  2.990000e+08   
Total Assets                      1.330300e+10  1.331000e+10  1.351200e+10   
Common Stock                      2.620000e+08  2.620000e+08  2.620000e+08   
Other Current Assets              1.550000e+08  1.020000e+08  7.600000e+07   
Retained Earnings                -9.488000e+09 -9.870000e+09 -9.757000e+09   
Other Liab                        3.744000e+09  3.673000e+09  2.626000e+09   
Treasury Stock                   -4.014000e+09 -3.173000e+09 -3.173000e+09   
Other Assets                      1.223000e+09  1.255000e+09  5.120000e+08   
Cash                              3.020000e+08  3.770000e+08  1.249000e+09   
Total Current Liabilities         2.117000e+09  1.839000e+09  1.773000e+09   
Deferred Long Term Asset Charges  1.300000e+07           NaN           NaN   
Other Stockholder Equity          2.200000e+07  1.500000e+07  1.500000e+07   
Property Plant Equipment          8.335000e+09  8.336000e+09  8.501000e+09   
Total Current Assets              2.380000e+09  2.181000e+09  2.945000e+09   
Long Term Investments             1.365000e+09  1.538000e+09  1.554000e+09   
Net Tangible Assets              -1.595000e+09 -1.095000e+09 -9.640000e+08   
Net Receivables                   1.394000e+09  1.170000e+09  1.068000e+09   
Long Term Debt                    7.261000e+09  7.159000e+09  8.386000e+09   
Inventory                         4.730000e+08  4.760000e+08  4.790000e+08   
Accounts Payable                  7.310000e+08  6.870000e+08  6.030000e+08   
Short Long Term Debt                       NaN  2.130000e+08  2.130000e+08   

                                    2021-03-31  
Capital Surplus                   1.172700e+10  
Total Liab                        1.278300e+10  
Total Stockholder Equity         -1.258000e+09  
Minority Interest                 1.602000e+09  
Deferred Long Term Liab           4.930000e+08  
Other Current Liab                2.000000e+08  
Total Assets                      1.312700e+10  
Common Stock                      2.620000e+08  
Other Current Assets              1.450000e+08  
Retained Earnings                -1.007300e+10  
Other Liab                        2.732000e+09  
Treasury Stock                   -3.174000e+09  
Other Assets                      4.970000e+08  
Cash                              5.380000e+08  
Total Current Liabilities         1.338000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity          1.500000e+07  
Property Plant Equipment          8.718000e+09  
Total Current Assets              2.345000e+09  
Long Term Investments             1.567000e+09  
Net Tangible Assets              -1.258000e+09  
Net Receivables                   1.071000e+09  
Long Term Debt                    8.678000e+09  
Inventory                         5.020000e+08  
Accounts Payable                  5.240000e+08  
Short Long Term Debt                       NaN  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.000000e+06 -3.000000e+06   
Change To Liabilities                      2.600000e+07  6.200000e+07   
Total Cashflows From Investing Activities -2.910000e+08 -1.490000e+08   
Net Borrowings                             1.020000e+08 -1.335000e+09   
Total Cash From Financing Activities      -8.690000e+08 -1.494000e+09   
Change To Operating Activities             1.800000e+08 -1.800000e+07   
Net Income                                 3.820000e+08 -1.130000e+08   
Change In Cash                            -7.500000e+07 -8.720000e+08   
Repurchase Of Stock                       -8.470000e+08 -8.470000e+08   
Total Cash From Operating Activities       1.085000e+09  7.710000e+08   
Depreciation                               3.650000e+08  3.690000e+08   
Other Cashflows From Investing Activities  8.000000e+06  3.200000e+07   
Dividends Paid                            -2.400000e+07 -9.000000e+06   
Change To Inventory                        1.000000e+07 -3.900000e+07   
Change To Account Receivables             -1.210000e+08 -1.000000e+08   
Other Cashflows From Financing Activities -1.000000e+08 -1.500000e+08   
Change To Netincome                        2.430000e+08  6.100000e+08   
Capital Expenditures                      -3.150000e+08 -2.360000e+08   

                                            2021-06-30   2021-03-31  
Investments                                 -3000000.0  -21000000.0  
Change To Liabilities                       82000000.0   75000000.0  
Total Cashflows From Investing Activities -126000000.0 -267000000.0  
Net Borrowings                             -79000000.0  -58000000.0  
Total Cash From Financing Activities      -132000000.0 -128000000.0  
Change To Operating Activities             104000000.0  -79000000.0  
Net Income                                 316000000.0  388000000.0  
Change In Cash                             711000000.0  276000000.0  
Repurchase Of Stock                       -847000000.0 -847000000.0  
Total Cash From Operating Activities       969000000.0  671000000.0  
Depreciation                               382000000.0  388000000.0  
Other Cashflows From Investing Activities    5000000.0    7000000.0  
Dividends Paid                             -10000000.0   -9000000.0  
Change To Inventory                         23000000.0   -3000000.0  
Change To Account Receivables                3000000.0 -168000000.0  
Other Cashflows From Financing Activities  -43000000.0  -61000000.0  
Change To Netincome                         59000000.0   70000000.0  
Capital Expenditures                      -306000000.0 -256000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1932000000  388000000
2Q2021   1830000000  316000000
3Q2021   2099000000 -113000000
4Q2021   2164000000  382000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        654000000.0   122000000.0   
Minority Interest                       1590000000.0  1580000000.0   
Net Income                               382000000.0  -113000000.0   
Selling General Administrative           137000000.0    70000000.0   
Gross Profit                            1467000000.0  1301000000.0   
Ebit                                     937000000.0   774000000.0   
Operating Income                         937000000.0   774000000.0   
Other Operating Expenses                  15000000.0    88000000.0   
Interest Expense                         -94000000.0  -101000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       169000000.0   152000000.0   
Total Revenue                           2164000000.0  2099000000.0   
Total Operating Expenses                1227000000.0  1325000000.0   
Cost Of Revenue                          697000000.0   798000000.0   
Total Other Income Expense Net          -283000000.0  -652000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           485000000.0   -30000000.0   
Net Income Applicable To Common Shares   382000000.0  -113000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        495000000.0   620000000.0  
Minority Interest                       1657000000.0  1602000000.0  
Net Income                               316000000.0   388000000.0  
Selling General Administrative            86000000.0    83000000.0  
Gross Profit                            1196000000.0  1116000000.0  
Ebit                                     510000000.0   745000000.0  
Operating Income                         510000000.0   745000000.0  
Other Operating Expenses                 223000000.0  -103000000.0  
Interest Expense                        -111000000.0  -112000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        87000000.0   170000000.0  
Total Revenue                           1830000000.0  1932000000.0  
Total Operating Expenses                1320000000.0  1187000000.0  
Cost Of Revenue                          634000000.0   816000000.0  
Total Other Income Expense Net           -15000000.0  -125000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           408000000.0   450000000.0  
Net Income Applicable To Common Shares   316000000.0   388000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                            Oakmark Fund  12743809    2021-12-30  0.0377   
1   Select Sector SPDR Fund-Energy Select  10683025    2022-01-30  0.0316   
2  Vanguard Total Stock Market Index Fund  10325855    2021-12-30  0.0305   
3           Vanguard Small-Cap Index Fund   9149341    2021-12-30  0.0271   
4                     Vanguard/Windsor II   8002477    2022-01-30  0.0237   
5                 Vanguard 500 Index Fund   7693595    2021-12-30  0.0227   
6     Vanguard Small Cap Value Index Fund   5800585    2021-12-30  0.0171   
7                     Oakmark Select Fund   5500000    2021-12-30  0.0163   
8                  SPDR S&P 500 ETF Trust   4043068    2022-01-30  0.0120   
9                 Fidelity 500 Index Fund   3720217    2022-02-27  0.0110   

       Value  
0  342681024  
1  354783260  
2  277662240  
3  246025779  
4  265762261  
5  206880769  
6  155977730  
7  147895000  
8  134270288  
9  132551331  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
symbol: PPC
sector: Consumer Defensive
Index: SP400
vol_30d_2yr: 17241312.5
Sector 1YMF: 1.4799995422363281
1YMF: 1.4799995422363281
risk trend factor: 0.1778845668897103
        beta currentRatio debtToEquity earningsGrowth      ebitda  \
PPC  1.12745        1.532      134.448          1.805  1548861056   

    ebitdaMargins  forwardPE freeCashflow grossMargins grossProfits  \
PPC       0.09838  11.328186    873572608      0.10458   1365827000   

    heldPercentInstitutions        industry   marketCap operatingCashflow  \
PPC                 0.19334  Packaged Foods  7149453824         697006016   

    operatingMargins payoutRatio pegRatio priceToBook  \
PPC           0.0732           0     0.59    2.745392   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
PPC                     0.454094       0.01342      0.724        0.08575   

    returnOnEquity revenueGrowth revenuePerShare              sector  \
PPC        0.07645         0.295          64.613  Consumer Defensive   

    sharesOutstanding shortRatio  totalCash totalCashPerShare   totalDebt  \
PPC         243676000       2.43  725539968             3.019  3755959040   

    totalRevenue  
PPC  15744428032  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	29.34	28.165931	31.419048	34.672164	28.426667	2.86898	22.688707	34.164626

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
PPC	1.275425	29.34	17241312.5	0.741748	0.282386	0.556574

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -74.80001831054688
Sector Volume Factor: 1.4135920452708397
Sector Risk Trend Factor: -2.283970024749523
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: [None, None]
best inner cv score, sdev (11 folds): 26.619523348246442 34.681389958125926
test cv mean error, stdev (10 folds): 27.98315577087452 36.09188638940738
sell date: 2022-06-19
expected return: 0.023072247777613367
discounted return: 0.023072247777613297
quarter return: 8.154173875454022

['quarterly_balance_sheet',                                     2022-03-27    2021-12-26    2021-09-26  \
Intangible Assets                 9.385640e+08  9.632430e+08  1.028664e+09   
Capital Surplus                   1.966066e+09  1.964028e+09  1.962750e+09   
Total Liab                        6.524261e+09  6.324271e+09  6.216460e+09   
Total Stockholder Equity          2.781630e+09  2.577080e+09  2.604243e+09   
Minority Interest                 1.197600e+07  1.185400e+07  1.214000e+07   
Other Current Liab                3.009220e+08  3.085060e+08  4.109530e+08   
Total Assets                      9.317867e+09  8.913205e+09  8.832843e+09   
Common Stock                      2.616000e+06  2.614000e+06  2.614000e+06   
Other Current Assets              6.858900e+07  4.054500e+07  6.656900e+07   
Retained Earnings                 1.284007e+09  1.003569e+09  9.668150e+08   
Other Liab                        4.077630e+08  4.709210e+08  5.265940e+08   
Good Will                         1.320100e+09  1.337252e+09  1.381872e+09   
Treasury Stock                   -4.710590e+08 -3.931310e+08 -3.279360e+08   
Other Assets                      3.726000e+07  3.772400e+07  3.165500e+07   
Cash                              7.255400e+08  4.276610e+08  5.110840e+08   
Total Current Liabilities         2.475775e+09  2.390823e+09  2.270929e+09   
Deferred Long Term Asset Charges  5.191000e+06  5.314000e+06  5.465000e+06   
Short Long Term Debt              3.616200e+07  2.541400e+07  2.023000e+07   
Other Stockholder Equity         -9.890200e+07 -4.799700e+07  1.719800e+07   
Property Plant Equipment          3.229118e+09  3.269032e+09  3.148945e+09   
Total Current Assets              3.792825e+09  3.305954e+09  3.241707e+09   
Net Tangible Assets               5.229660e+08  2.765850e+08  1.937070e+08   
Net Receivables                   1.086588e+09  1.042610e+09  9.425350e+08   
Long Term Debt                    3.373573e+09  3.187543e+09  3.191270e+09   
Inventory                         1.708995e+09  1.575658e+09  1.556821e+09   
Accounts Payable                  1.448846e+09  1.400394e+09  1.183460e+09   

                                    2021-06-27  
Intangible Assets                 5.895360e+08  
Capital Surplus                   1.959558e+09  
Total Liab                        5.154333e+09  
Total Stockholder Equity          2.582482e+09  
Minority Interest                 1.203000e+07  
Other Current Liab                5.448970e+08  
Total Assets                      7.748845e+09  
Common Stock                      2.614000e+06  
Other Current Assets              1.300070e+08  
Retained Earnings                 9.060900e+08  
Other Liab                        4.179760e+08  
Good Will                         1.024900e+09  
Treasury Stock                   -2.857800e+08  
Other Assets                      3.233100e+07  
Cash                              3.918050e+08  
Total Current Liabilities         2.244714e+09  
Deferred Long Term Asset Charges  5.494000e+06  
Short Long Term Debt              2.593100e+07  
Other Stockholder Equity          5.935400e+07  
Property Plant Equipment          2.972778e+09  
Total Current Assets              3.129300e+09  
Net Tangible Assets               9.680460e+08  
Net Receivables                   9.186950e+08  
Long Term Debt                    2.268842e+09  
Inventory                         1.530014e+09  
Accounts Payable                  1.100759e+09  ]
['quarterly_cashflow',                                             2022-03-27   2021-12-26  \
Change To Liabilities                       -2454000.0   84657000.0   
Total Cashflows From Investing Activities  -85576000.0 -111842000.0   
Net Borrowings                             196412000.0    -235000.0   
Total Cash From Financing Activities       166330000.0    -235000.0   
Change To Operating Activities              -8946000.0  -75981000.0   
Net Income                                 280438000.0   36754000.0   
Change In Cash                             305677000.0 -115074000.0   
Repurchase Of Stock                        -28984000.0  -28984000.0   
Effect Of Exchange Rate                     -2073000.0   -1961000.0   
Total Cash From Operating Activities       226996000.0   -1036000.0   
Depreciation                               102142000.0  106488000.0   
Change To Inventory                       -146035000.0  -28211000.0   
Change To Account Receivables              -66669000.0 -120429000.0   
Other Cashflows From Financing Activities   -1098000.0   -1098000.0   
Change To Netincome                        -17969000.0  -54879000.0   
Capital Expenditures                       -81578000.0 -100851000.0   

                                             2021-09-26   2021-06-27  
Change To Liabilities                      8.445000e+06  506670000.0  
Total Cashflows From Investing Activities -1.049512e+09  -73266000.0  
Net Borrowings                             9.280300e+08  -97181000.0  
Total Cash From Financing Activities       9.143870e+08 -105831000.0  
Change To Operating Activities             1.507300e+07  -25391000.0  
Net Income                                 6.072500e+07 -166687000.0  
Change In Cash                             7.517800e+07   79777000.0  
Repurchase Of Stock                       -2.898400e+07  -28984000.0  
Effect Of Exchange Rate                   -2.240000e+06     371000.0  
Total Cash From Operating Activities       2.125430e+08  258503000.0  
Depreciation                               9.207600e+07   95728000.0  
Change To Inventory                        2.429400e+07  -91397000.0  
Change To Account Receivables             -2.133800e+07  -62718000.0  
Other Cashflows From Financing Activities -1.364300e+07   -8650000.0  
Change To Netincome                        1.158100e+07  -20393000.0  
Capital Expenditures                      -9.707600e+07  -81577000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
2Q2021   3637698000 -166687000
3Q2021   3827566000   60725000
4Q2021   4038769000   36754000
1Q2022   4240395000  280438000]
['quarterly_financials',                                           2022-03-27    2021-12-26  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        355779000.0    41659000.0   
Minority Interest                         11976000.0    11854000.0   
Net Income                               280438000.0    36754000.0   
Selling General Administrative           120323000.0    35329000.0   
Gross Profit                             541980000.0   352500000.0   
Ebit                                     421657000.0   317171000.0   
Operating Income                         421657000.0   317171000.0   
Other Operating Expenses                        None          None   
Interest Expense                         -36296000.0   -34974000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        75219000.0     5191000.0   
Total Revenue                           4240395000.0  4038769000.0   
Total Operating Expenses                3818738000.0  3721598000.0   
Cost Of Revenue                         3698415000.0  3686269000.0   
Total Other Income Expense Net           -65878000.0  -275512000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           280560000.0    36468000.0   
Net Income Applicable To Common Shares   280438000.0    36754000.0   

                                          2021-09-26    2021-06-27  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         91220000.0  -176315000.0  
Minority Interest                         12140000.0    12030000.0  
Net Income                                60725000.0  -166687000.0  
Selling General Administrative           250844000.0   102959000.0  
Gross Profit                             371843000.0   380241000.0  
Ebit                                     120999000.0   277282000.0  
Operating Income                         120999000.0   277282000.0  
Other Operating Expenses                        None          None  
Interest Expense                         -29833000.0   -50651000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        30385000.0    -9812000.0  
Total Revenue                           3827566000.0  3637698000.0  
Total Operating Expenses                3706567000.0  3360416000.0  
Cost Of Revenue                         3455723000.0  3257457000.0  
Total Other Income Expense Net           -29779000.0  -453597000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            60835000.0  -166503000.0  
Net Income Applicable To Common Shares    60725000.0  -166687000.0  ]
['mutualfund_holders',                                               Holder   Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  1391177    2021-12-30   
1                        iShares Core S&P Midcap ETF  1354194    2022-01-30   
2                      Vanguard Small-Cap Index Fund  1226527    2021-12-30   
3                Vanguard Small Cap Value Index Fund   778076    2021-12-30   
4                Vanguard Extended Market Index Fund   647608    2021-12-30   
5                    DFA U.S. Small Cap Value Series   494751    2022-01-30   
6  First Tr Exchg Tr AlphaDEX Fd-FT Consumer Stap...   488488    2022-02-27   
7                     SPDR S&P Mid Cap 400 ETF Trust   418251    2022-01-30   
8                   IShares S&P Midcap 400 Value ETF   353867    2022-01-30   
9               Vanguard Consumer Staples Index Fund   342523    2022-02-27   

    % Out     Value  
0  0.0058  39231191  
1  0.0056  37876806  
2  0.0051  34588061  
3  0.0032  21941743  
4  0.0027  18262545  
5  0.0021  13838185  
6  0.0020  11518547  
7  0.0017  11698480  
8  0.0015   9897659  
9  0.0014   8076692  ]
['options', ('2023-01-20',)]
symbol: MRO
sector: Energy
Index: SP500
vol_30d_2yr: 490057840.234375
Sector 1YMF: 1.5699996948242188
1YMF: 1.5699996948242188
risk trend factor: 0.15110678525882204
         beta currentRatio debtToEquity dividendRate dividendYield  \
MRO  2.766666        1.112        38.48         0.32        0.0119   

         ebitda ebitdaMargins  forwardPE freeCashflow grossMargins  \
MRO  3308999936       0.58921  12.321428   1785500032      0.77546   

    grossProfits heldPercentInstitutions       industry    marketCap  \
MRO   4355000000                   0.802  Oil & Gas E&P  18801668096   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
MRO        3239000064          0.20495      0.0769     0.59    1.764964   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
MRO                     3.347875       0.16845      1.052        0.04117   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
MRO        0.08905         1.091           7.136  Energy         778537024   

    shortRatio  totalCash totalCashPerShare   totalDebt totalRevenue  
MRO       0.93  580000000             0.794  4112000000   5616000000  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	24.15	25.128986	29.471905	33.814823	26.957624	2.372893	22.211838	31.70341

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MRO	1.000459	24.15	490057840.234375	0.691969	0.80545	0.53536

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 11.757844428500801 12.66763142304684
test cv mean error, stdev (10 folds): 12.772815440925163 12.852390759891717
sell date: 2022-08-28
expected return: 0.4491975912453612
discounted return: 0.005239169911774422
quarter return: 1.6172794332125293

['quarterly_balance_sheet',                              2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus            7.221000e+09  7.213000e+09  7.201000e+09   
Total Liab                 6.308000e+09  6.365000e+09  7.166000e+09   
Total Stockholder Equity   1.068600e+10  1.079600e+10  1.063400e+10   
Other Current Liab         3.680000e+08  4.960000e+08  5.020000e+08   
Total Assets               1.699400e+10  1.716100e+10  1.780000e+10   
Common Stock               9.370000e+08  9.370000e+08  9.370000e+08   
Other Current Assets       2.200000e+07  2.500000e+07  1.900000e+07   
Retained Earnings          7.271000e+09  6.669000e+09  6.524000e+09   
Other Liab                 6.440000e+08  6.420000e+08  6.650000e+08   
Treasury Stock            -4.743000e+09 -4.023000e+09 -4.028000e+09   
Other Assets               1.100000e+08  1.040000e+08  9.300000e+07   
Cash                       5.800000e+08  4.850000e+08  9.700000e+08   
Total Current Liabilities  1.637000e+09  1.676000e+09  1.575000e+09   
Short Long Term Debt       3.900000e+07  3.900000e+07  3.500000e+07   
Other Stockholder Equity   8.200000e+07  8.200000e+07  7.700000e+07   
Property Plant Equipment   1.458600e+10  1.484300e+10  1.511100e+10   
Total Current Assets       1.821000e+09  1.655000e+09  2.075000e+09   
Long Term Investments      4.770000e+08  5.590000e+08  5.210000e+08   
Net Tangible Assets        1.068600e+10  1.079600e+10  1.063400e+10   
Net Receivables            1.142000e+09  1.068000e+09  1.008000e+09   
Long Term Debt             3.980000e+09  3.983000e+09  4.882000e+09   
Inventory                  7.700000e+07  7.700000e+07  7.800000e+07   
Accounts Payable           1.110000e+09  1.028000e+09  9.370000e+08   

                             2021-03-31  
Capital Surplus            7.195000e+09  
Total Liab                 7.562000e+09  
Total Stockholder Equity   1.067100e+10  
Other Current Liab         3.810000e+08  
Total Assets               1.823300e+10  
Common Stock               9.370000e+08  
Other Current Assets       2.600000e+07  
Retained Earnings          6.540000e+09  
Other Liab                 6.950000e+08  
Treasury Stock            -4.001000e+09  
Other Assets               9.600000e+07  
Cash                       1.125000e+09  
Total Current Liabilities  1.899000e+09  
Short Long Term Debt       5.010000e+08  
Other Stockholder Equity   1.120000e+08  
Property Plant Equipment   1.542500e+10  
Total Current Assets       2.150000e+09  
Long Term Investments      5.620000e+08  
Net Tangible Assets        1.067100e+10  
Net Receivables            9.210000e+08  
Long Term Debt             4.910000e+09  
Inventory                  7.800000e+07  
Accounts Payable           9.180000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                                4.600000e+07  9.000000e+06   
Change To Liabilities                      1.410000e+08  1.070000e+08   
Total Cashflows From Investing Activities -2.820000e+08 -2.650000e+08   
Total Cash From Financing Activities      -7.690000e+08 -1.036000e+09   
Change To Operating Activities            -2.000000e+07 -7.000000e+06   
Net Income                                 6.490000e+08  1.840000e+08   
Change In Cash                             9.500000e+07 -4.850000e+08   
Repurchase Of Stock                       -7.240000e+08 -1.000000e+06   
Total Cash From Operating Activities       1.146000e+09  8.160000e+08   
Depreciation                               4.630000e+08  5.830000e+08   
Dividends Paid                            -4.700000e+07 -3.900000e+07   
Change To Account Receivables             -7.600000e+07 -6.000000e+07   
Other Cashflows From Financing Activities  2.000000e+06 -9.600000e+07   
Change To Netincome                       -1.100000e+07  8.000000e+06   
Capital Expenditures                      -2.740000e+08 -2.890000e+08   
Net Borrowings                                      NaN -9.000000e+08   
Other Cashflows From Investing Activities           NaN  1.000000e+06   
Change To Inventory                                 NaN  1.000000e+06   

                                            2021-06-30   2021-03-31  
Investments                                  6000000.0    6000000.0  
Change To Liabilities                       20000000.0  101000000.0  
Total Cashflows From Investing Activities -256000000.0 -207000000.0  
Total Cash From Financing Activities      -554000000.0  -32000000.0  
Change To Operating Activities              12000000.0   61000000.0  
Net Income                                  16000000.0   97000000.0  
Change In Cash                            -155000000.0  383000000.0  
Repurchase Of Stock                         -1000000.0   -9000000.0  
Total Cash From Operating Activities       655000000.0  622000000.0  
Depreciation                               600000000.0  512000000.0  
Dividends Paid                             -32000000.0  -23000000.0  
Change To Account Receivables              -78000000.0 -175000000.0  
Other Cashflows From Financing Activities  -22000000.0  -22000000.0  
Change To Netincome                         85000000.0   28000000.0  
Capital Expenditures                      -274000000.0 -209000000.0  
Net Borrowings                            -500000000.0 -500000000.0  
Other Cashflows From Investing Activities    1000000.0   -1000000.0  
Change To Inventory                          1000000.0   -2000000.0  ]
['quarterly_earnings',             Revenue   Earnings
Quarter                       
1Q2021   1180000000   97000000
2Q2021   1259000000   16000000
3Q2021   1439000000  184000000
4Q2021   1738000000  649000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                        683000000.0   188000000.0   
Minority Interest                               None          None   
Net Income                               649000000.0   184000000.0   
Selling General Administrative            61000000.0    70000000.0   
Gross Profit                            1393000000.0  1089000000.0   
Ebit                                     755000000.0   254000000.0   
Operating Income                         755000000.0   254000000.0   
Other Operating Expenses                  94000000.0   167000000.0   
Interest Expense                         -74000000.0   -57000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                        34000000.0     4000000.0   
Total Revenue                           1738000000.0  1439000000.0   
Total Operating Expenses                 983000000.0  1185000000.0   
Cost Of Revenue                          345000000.0   350000000.0   
Total Other Income Expense Net           -72000000.0   -66000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops           649000000.0   184000000.0   
Net Income Applicable To Common Shares   649000000.0   184000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                         26000000.0   107000000.0  
Minority Interest                               None          None  
Net Income                                16000000.0    97000000.0  
Selling General Administrative            69000000.0    75000000.0  
Gross Profit                             966000000.0   907000000.0  
Ebit                                      54000000.0    87000000.0  
Operating Income                          54000000.0    87000000.0  
Other Operating Expenses                 240000000.0   227000000.0  
Interest Expense                         -59000000.0   -13000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        10000000.0    10000000.0  
Total Revenue                           1259000000.0  1180000000.0  
Total Operating Expenses                1205000000.0  1093000000.0  
Cost Of Revenue                          293000000.0   273000000.0  
Total Other Income Expense Net           -28000000.0    20000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops            16000000.0    97000000.0  
Net Income Applicable To Common Shares    16000000.0    97000000.0  ]
['mutualfund_holders',                                    Holder    Shares Date Reported   % Out  \
0                     Vanguard/Windsor II  26018487    2022-01-30  0.0368   
1   Select Sector SPDR Fund-Energy Select  22895120    2022-01-30  0.0324   
2  Vanguard Total Stock Market Index Fund  22131478    2021-12-30  0.0313   
3           Vanguard Small-Cap Index Fund  19611815    2021-12-30  0.0277   
4                 Vanguard 500 Index Fund  16486851    2021-12-30  0.0233   
5     Vanguard Small Cap Value Index Fund  12430773    2021-12-30  0.0176   
6          Fidelity Low-Priced Stock Fund  12282677    2022-02-27  0.0174   
7                  SPDR S&P 500 ETF Trust   8364080    2022-01-30  0.0118   
8                 Fidelity 500 Index Fund   7972838    2022-02-27  0.0113   
9                     Invesco Comstock Fd   7808667    2022-01-30  0.0110   

       Value  
0  506579941  
1  445767986  
2  363398868  
3  322026002  
4  270714093  
5  204113292  
6  277097193  
7  162848637  
8  179867225  
9  152034746  ]
['options', ('2022-07-15', '2022-09-16', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          10.01
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       8.13
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             42.05
highestControversy                       2
esgPerformance                        None
coal                                 False
pesticides                           False
adult                                False
percentile                            90.8
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     23.91
governancePercentile                     0
militaryContract                     False]
symbol: DVN
sector: Energy
Index: SP500
vol_30d_2yr: 237878397.65625
Sector 1YMF: 3.9099979400634766
1YMF: 3.9099979400634766
risk trend factor: 0.14878225091792957
         beta currentRatio debtToEquity dividendRate dividendYield  \
DVN  2.784803        1.376       71.922         5.08        0.0739   

         ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
DVN  5506999808       0.41984  11.09369   2805625088      0.56522   

    grossProfits heldPercentInstitutions       industry    marketCap  \
DVN   7414000000                 0.86307  Oil & Gas E&P  39279542272   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
DVN        4898999808          0.25288      0.4991     0.43    4.401456   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
DVN                     2.994552       0.21445      1.207        0.13402   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
DVN        0.45627         2.003          19.784  Energy         677000000   

    shortRatio   totalCash totalCashPerShare   totalDebt totalRevenue  \
DVN        1.7  2099000064              3.16  6760000000  13116999680   

    trailingPE  
DVN  28.808342  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	58.02	63.067854	72.56	82.052146	65.759365	6.444488	52.870389	78.648341

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
DVN	1.104104	58.02	237878397.65625	0.701688	0.885466	0.540317

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 67.08034702664789 86.67251280894455
test cv mean error, stdev (10 folds): 73.27583765052054 88.55005243977149
sell date: 2022-08-28
expected return: 0.7068470390980355
discounted return: 0.0075586747938265475
quarter return: 1.9992719833261932

['quarterly_balance_sheet',                                     2021-12-31    2021-09-30    2021-06-30  \
Capital Surplus                   7.636000e+09  8.206000e+09  8.189000e+09   
Total Liab                        1.162600e+10  1.199600e+10  1.153000e+10   
Total Stockholder Equity          9.262000e+09  8.924000e+09  8.399000e+09   
Minority Interest                 1.370000e+08  1.370000e+08  1.360000e+08   
Other Current Liab                2.545000e+09  2.940000e+09  2.554000e+09   
Total Assets                      2.102500e+10  2.105700e+10  2.006500e+10   
Common Stock                      6.600000e+07  6.800000e+07  6.800000e+07   
Other Current Assets              5.240000e+08  4.860000e+08  5.030000e+08   
Retained Earnings                 1.692000e+09  7.500000e+08  2.430000e+08   
Other Liab                        1.805000e+09  1.743000e+09  1.698000e+09   
Good Will                         7.530000e+08  7.530000e+08  7.530000e+08   
Treasury Stock                   -1.320000e+08 -1.000000e+08 -1.010000e+08   
Other Assets                      3.780000e+08  3.670000e+08  3.970000e+08   
Cash                              2.099000e+09  2.144000e+09  1.348000e+09   
Total Current Liabilities         3.087000e+09  3.505000e+09  3.072000e+09   
Deferred Long Term Asset Charges  7.000000e+06           NaN           NaN   
Other Stockholder Equity         -1.320000e+08 -1.000000e+08 -1.010000e+08   
Property Plant Equipment          1.524300e+10  1.532200e+10  1.544100e+10   
Total Current Assets              4.249000e+09  4.227000e+09  3.076000e+09   
Long Term Investments             4.020000e+08  3.880000e+08  3.980000e+08   
Net Tangible Assets               8.509000e+09  8.171000e+09  7.646000e+09   
Net Receivables                   1.626000e+09  1.597000e+09  1.225000e+09   
Long Term Debt                    6.482000e+09  6.492000e+09  6.502000e+09   
Accounts Payable                  5.000000e+08  5.370000e+08  4.870000e+08   
Short Long Term Debt                       NaN           NaN           NaN   

                                    2021-03-31  
Capital Surplus                   8.172000e+09  
Total Liab                        1.197100e+10  
Total Stockholder Equity          8.353000e+09  
Minority Interest                 1.330000e+08  
Other Current Liab                2.124000e+09  
Total Assets                      2.045700e+10  
Common Stock                      6.700000e+07  
Other Current Assets              5.290000e+08  
Retained Earnings                 2.180000e+08  
Other Liab                        1.724000e+09  
Good Will                         7.530000e+08  
Treasury Stock                   -1.040000e+08  
Other Assets                      3.060000e+08  
Cash                              1.683000e+09  
Total Current Liabilities         2.945000e+09  
Deferred Long Term Asset Charges           NaN  
Other Stockholder Equity         -1.040000e+08  
Property Plant Equipment          1.552900e+10  
Total Current Assets              3.467000e+09  
Long Term Investments             4.020000e+08  
Net Tangible Assets               7.600000e+09  
Net Receivables                   1.255000e+09  
Long Term Debt                    7.042000e+09  
Accounts Payable                  5.640000e+08  
Short Long Term Debt              2.260000e+08  ]
['quarterly_cashflow',                                              2021-12-31    2021-09-30  \
Investments                               -1.700000e+07  9.000000e+06   
Change To Liabilities                     -1.800000e+07  4.690000e+08   
Total Cashflows From Investing Activities -5.180000e+08 -4.740000e+08   
Total Cash From Financing Activities      -1.149000e+09 -3.370000e+08   
Change To Operating Activities            -2.200000e+07 -2.900000e+07   
Net Income                                 1.506000e+09  8.380000e+08   
Change In Cash                            -5.000000e+07  7.820000e+08   
Repurchase Of Stock                       -5.890000e+08 -3.000000e+06   
Effect Of Exchange Rate                    1.000000e+06 -5.000000e+06   
Total Cash From Operating Activities       1.616000e+09  1.598000e+09   
Depreciation                               5.850000e+08  5.790000e+08   
Dividends Paid                            -7.300000e+07 -7.400000e+07   
Change To Account Receivables             -3.100000e+07 -3.320000e+08   
Other Cashflows From Financing Activities -6.000000e+06 -5.000000e+06   
Change To Netincome                       -4.010000e+08  1.130000e+08   
Capital Expenditures                      -5.150000e+08 -4.840000e+08   
Net Borrowings                                      NaN           NaN   

                                             2021-06-30   2021-03-31  
Investments                                8.000000e+06   10000000.0  
Change To Liabilities                      7.200000e+07   16000000.0  
Total Cashflows From Investing Activities -4.520000e+08 -130000000.0  
Total Cash From Financing Activities      -9.820000e+08 -824000000.0  
Change To Operating Activities            -7.600000e+07  -95000000.0  
Net Income                                 2.560000e+08  213000000.0  
Change In Cash                            -3.390000e+08 -359000000.0  
Repurchase Of Stock                       -9.000000e+06  -33000000.0  
Effect Of Exchange Rate                    2.000000e+06    3000000.0  
Total Cash From Operating Activities       1.093000e+09  592000000.0  
Depreciation                               5.360000e+08  481000000.0  
Dividends Paid                            -7.500000e+07 -128000000.0  
Change To Account Receivables             -1.000000e+08  -63000000.0  
Other Cashflows From Financing Activities -2.000000e+06  -28000000.0  
Change To Netincome                        2.840000e+08   25000000.0  
Capital Expenditures                      -5.090000e+08 -499000000.0  
Net Borrowings                            -7.420000e+08 -560000000.0  ]
['quarterly_earnings',             Revenue    Earnings
Quarter                        
1Q2021   2461000000   213000000
2Q2021   2977000000   256000000
3Q2021   3625000000   838000000
4Q2021   4054000000  1506000000]
['quarterly_financials',                                           2021-12-31    2021-09-30  \
Research Development                            None          None   
Effect Of Accounting Charges                    None          None   
Income Before Tax                       1662000000.0   964000000.0   
Minority Interest                        137000000.0   137000000.0   
Net Income                              1506000000.0   838000000.0   
Selling General Administrative            95000000.0    95000000.0   
Gross Profit                            2380000000.0  2088000000.0   
Ebit                                    1727000000.0  1068000000.0   
Operating Income                        1727000000.0  1068000000.0   
Other Operating Expenses                 -24000000.0   344000000.0   
Interest Expense                         -92000000.0   -93000000.0   
Extraordinary Items                             None          None   
Non Recurring                                   None          None   
Other Items                                     None          None   
Income Tax Expense                       150000000.0   120000000.0   
Total Revenue                           4054000000.0  3625000000.0   
Total Operating Expenses                2327000000.0  2557000000.0   
Cost Of Revenue                         1674000000.0  1537000000.0   
Total Other Income Expense Net           -65000000.0  -104000000.0   
Discontinued Operations                         None          None   
Net Income From Continuing Ops          1512000000.0   844000000.0   
Net Income Applicable To Common Shares  1487000000.0   832000000.0   

                                          2021-06-30    2021-03-31  
Research Development                            None          None  
Effect Of Accounting Charges                    None          None  
Income Before Tax                        304000000.0   -32000000.0  
Minority Interest                        136000000.0   133000000.0  
Net Income                               256000000.0   213000000.0  
Selling General Administrative            94000000.0   107000000.0  
Gross Profit                            1655000000.0  1291000000.0  
Ebit                                     320000000.0   202000000.0  
Operating Income                         320000000.0   202000000.0  
Other Operating Expenses                 702000000.0   512000000.0  
Interest Expense                         -98000000.0  -105000000.0  
Extraordinary Items                             None          None  
Non Recurring                                   None          None  
Other Items                                     None          None  
Income Tax Expense                        43000000.0  -248000000.0  
Total Revenue                           2977000000.0  2461000000.0  
Total Operating Expenses                2657000000.0  2259000000.0  
Cost Of Revenue                         1322000000.0  1170000000.0  
Total Other Income Expense Net           -16000000.0  -234000000.0  
Discontinued Operations                         None          None  
Net Income From Continuing Ops           261000000.0   216000000.0  
Net Income Applicable To Common Shares   253000000.0   211000000.0  ]
['mutualfund_holders',                                               Holder    Shares Date Reported  \
0             Vanguard Total Stock Market Index Fund  19232335    2021-12-30   
1              Select Sector SPDR Fund-Energy Select  18515332    2022-01-30   
2                        Vanguard Mid-Cap Index Fund  15295295    2021-12-30   
3                            Vanguard 500 Index Fund  13333264    2021-12-30   
4        Undiscovered Managers Behavioral Value Fund   7254904    2021-12-30   
5                             SPDR S&P 500 ETF Trust   6678214    2022-01-30   
6                            Fidelity 500 Index Fund   6447707    2022-02-27   
7                           iShares Core S&P 500 ETF   5236340    2022-01-30   
8                    Vanguard Index-Value Index Fund   5169015    2021-12-30   
9  Victory Portfolios-Sycamore Established Value ...   5050000    2022-01-30   

    % Out      Value  
0  0.0291  847184356  
1  0.0281  936320339  
2  0.0232  673757744  
3  0.0202  587330279  
4  0.0110  319578521  
5  0.0101  337717281  
6  0.0098  383960951  
7  0.0079  264801713  
8  0.0078  227695110  
9  0.0077  255378500  ]
['options', ('2022-07-15', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           8.78
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                         0
peerCount                               66
governanceScore                       7.86
environmentPercentile                    0
animalTesting                        False
tobacco                              False
totalEsg                             34.39
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           76.03
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.75
governancePercentile                     0
militaryContract                     False]
symbol: UTHR
sector: Healthcare
Index: SP400
vol_30d_2yr: 8360250.78125
Sector 1YMF: 8.760009765625
1YMF: 8.760009765625
risk trend factor: 0.13940181852529768
          beta currentRatio debtToEquity earningsGrowth     ebitda  \
UTHR  0.639732         8.84       19.156          7.246  959200000   

     ebitdaMargins forwardPE freeCashflow grossMargins grossProfits  \
UTHR       0.54244  11.61131    514424992      0.92908   1563000000   

     heldPercentInstitutions       industry    marketCap operatingCashflow  \
UTHR                 0.99621  Biotechnology  10230438912         797100032   

     operatingMargins payoutRatio pegRatio priceToBook  \
UTHR          0.51422           0     6.92    2.448979   

     priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
UTHR                     5.785466       0.38873      8.333        0.11365   

     returnOnEquity revenueGrowth revenuePerShare      sector  \
UTHR        0.18038         0.218          39.252  Healthcare   

     sharesOutstanding shortRatio   totalCash totalCashPerShare  totalDebt  \
UTHR          45299500       4.37  2267699968             50.06  800000000   

     totalRevenue trailingPE  
UTHR   1768300032  15.645306  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	219.380005	194.589531	219.462223	244.334915	195.494921	19.533079	156.428764	234.561078

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
UTHR	1.481235	219.380005	8360250.78125	0.878858	0.826178	0.414478

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -122.20997619628906
Sector Volume Factor: 1.2238851152317325
Sector Risk Trend Factor: -3.3236323632363236
Index 1YMF: -69.05999755859375
Index Volume Factor: 0.5765983741853883
Index Risk Trend Factor: -5.134573474205833

ets next 13 weeks
inner cv scores:
best model: ['mul', None]
best inner cv score, sdev (11 folds): 581.052062609217 434.3031674485619
test cv mean error, stdev (10 folds): 606.4045953631539 447.67344757062017
sell date: 2022-08-28
expected return: 0.021753478217960982
discounted return: 0.000303148019422661
quarter return: 1.0282778280825864

['options', ('2022-08-19',)]
['sustainability',                                  Value
2022-5                                
palmOil                          False
controversialWeapons             False
gambling                         False
socialScore                      16.62
nuclear                          False
furLeather                       False
alcoholic                        False
gmo                              False
catholic                         False
socialPercentile                  None
peerCount                           83
governanceScore                   7.41
environmentPercentile             None
animalTesting                     True
tobacco                          False
totalEsg                         25.71
highestControversy                   1
esgPerformance                AVG_PERF
coal                             False
pesticides                       False
adult                            False
percentile                       45.83
peerGroup              Pharmaceuticals
smallArms                        False
environmentScore                  1.68
governancePercentile              None
militaryContract                 False]
symbol: VIVO
sector: error
sector: error
Index: SP600
vol_30d_2yr: 11730103.3203125
Sector 1YMF: 0.6100006103515625
1YMF: 0.6100006103515625
risk trend factor: 0.10971235052954659
Empty DataFrame
Columns: []
Index: [VIVO]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	28.5	25.427799	27.012222	28.596646	26.44746	1.162243	24.122974	28.771947

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
VIVO	0.591657	28.5	11730103.320312	0.878325	0.565494	0.431737

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 16.17981475595061 14.971267272758354
test cv mean error, stdev (10 folds): 17.700934500856853 14.869460976371
sell date: 2022-09-18
expected return: 0.07343291293542277
discounted return: 0.0007705341287063128
quarter return: 1.0734329129354319

['options', ('2022-07-15',)]
symbol: ROCC
sector: Energy
Index: SP600
vol_30d_2yr: 11962556.0546875
Sector 1YMF: 2.549999237060547
1YMF: 2.549999237060547
risk trend factor: 0.10821588524114191
          beta currentRatio debtToEquity     ebitda ebitdaMargins forwardPE  \
ROCC  2.866152        0.497       80.978  323780000       0.45632  3.112757   

     freeCashflow grossMargins grossProfits heldPercentInstitutions  \
ROCC    111158752       0.9232    508729000                 0.83062   

           industry  marketCap operatingCashflow operatingMargins payoutRatio  \
ROCC  Oil & Gas E&P  800399808         390172992          0.23271           0   

     pegRatio priceToBook priceToSalesTrailing12Months profitMargins  \
ROCC     0.13    2.546801                     1.128053       0.06175   

     quickRatio returnOnAssets returnOnEquity revenueGrowth revenuePerShare  \
ROCC      0.404        0.08139        0.19205         1.903           39.08   

      sector sharesOutstanding shortRatio totalCash totalCashPerShare  \
ROCC  Energy          21163400        2.3   6358000               0.3   

      totalDebt totalRevenue trailingPE  
ROCC  525808992    709540992    16.0731  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	37.82	32.048974	43.306825	54.564677	37.893968	5.380754	27.132461	48.655476

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
ROCC	1.213679	37.82	11962556.054688	0.666102	0.594188	0.577777

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['add', 'mul', False]
best inner cv score, sdev (11 folds): 77.56947848579797 62.68356673287805
test cv mean error, stdev (10 folds): 80.27999995329917 65.12555095069297
sell date: 2022-09-11
expected return: 0.6013484840304625
discounted return: 0.005554736263279736
quarter return: 1.6646612280149231

['options', ('2022-07-15', '2022-12-16')]
symbol: COP
sector: Energy
Index: SP500
vol_30d_2yr: 189274208.203125
Sector 1YMF: 3.6199951171875
1YMF: 3.6199951171875
risk trend factor: 0.1025203790799483
         beta currentRatio debtToEquity dividendRate dividendYield  \
COP  1.350272        1.513       38.088         1.92        0.0176   

    earningsGrowth       ebitda ebitdaMargins forwardPE freeCashflow  \
COP          4.853  25497999360       0.46444  7.529317  10752749568   

    grossMargins grossProfits heldPercentInstitutions       industry  \
COP      0.52295  22936000000                 0.81349  Oil & Gas E&P   

        marketCap operatingCashflow operatingMargins payoutRatio pegRatio  \
COP  121247997952       19983998976          0.33401      0.2348     0.48   

    priceToBook priceToSalesTrailing12Months profitMargins quickRatio  \
COP    2.463471                     2.208525       0.23417      1.287   

    returnOnAssets returnOnEquity revenueGrowth revenuePerShare  sector  \
COP         0.1295        0.27835         0.828          41.447  Energy   

    sharesOutstanding shortRatio   totalCash totalCashPerShare    totalDebt  \
COP        1293449984       2.15  7144000000             5.523  18745999360   

    totalRevenue trailingPE  
COP  54899998720    9.71701  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	93.739998	99.652102	112.199365	124.746628	104.355397	7.447422	89.460553	119.250241

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
COP	0.95084	93.739998	189274208.203125	0.685759	0.80033	0.48084

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['mul', 'mul', True]
best inner cv score, sdev (11 folds): 131.8588036807157 147.39173844312845
test cv mean error, stdev (10 folds): 144.32990327126163 148.94947737187888
sell date: 2022-09-11
expected return: 0.39963937496998936
discounted return: 0.003963299228999961
quarter return: 1.4389344529812573

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                           9.71
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       7.68
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             34.92
highestControversy                       2
esgPerformance                    OUT_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           77.49
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     17.53
governancePercentile                  None
militaryContract                     False]
symbol: OXY
sector: Energy
Index: SP500
vol_30d_2yr: 498984476.953125
Sector 1YMF: 2.1100006103515625
1YMF: 2.1100006103515625
risk trend factor: 0.0937361355002032
         beta currentRatio debtToEquity dividendRate dividendYield  \
OXY  1.955081        1.156      111.198         0.52        0.0086   

          ebitda ebitdaMargins forwardPE freeCashflow grossMargins  \
OXY  15392000000       0.53054  6.773723   9129875456      0.64697   

    grossProfits heldPercentInstitutions       industry    marketCap  \
OXY  16297000000                 0.82197  Oil & Gas E&P  52182794240   

    operatingCashflow operatingMargins payoutRatio pegRatio priceToBook  \
OXY       12762999808          0.25255      0.0242     0.24    3.445545   

    priceToSalesTrailing12Months profitMargins quickRatio returnOnAssets  \
OXY                     1.798662       0.25314      0.844        0.05964   

    returnOnEquity revenueGrowth revenuePerShare  sector sharesOutstanding  \
OXY        0.34101         0.577          30.999  Energy         937190976   

    shortRatio   totalCash totalCashPerShare    totalDebt totalRevenue  \
OXY       2.02  1908999936             2.037  27696001024  29012000768   

    trailingPE  
OXY   8.324114  

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	55.68	56.839295	65.607143	74.374991	61.382222	4.693201	51.995819	70.768625

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
OXY	1.190976	55.68	498984476.953125	0.71978	0.690434	0.542013

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Sector 1YMF: -3.82000732421875
Sector Volume Factor: 0.8966412344901694
Sector Risk Trend Factor: -0.12330558135216596
Index 1YMF: -287.8400573730469
Index Volume Factor: 1.1835166983613057
Index Risk Trend Factor: -3.791860877423899

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', True]
best inner cv score, sdev (11 folds): 52.333627310958384 43.44383536064943
test cv mean error, stdev (10 folds): 56.28436552303815 43.639567583548086
sell date: 2022-09-18
expected return: 0.4701404460424396
discounted return: 0.004197457989383091
quarter return: 1.470140446042453

['options', ('2022-08-19', '2023-01-20', '2024-01-19')]
['sustainability',                                      Value
2022-5                                    
palmOil                              False
controversialWeapons                 False
gambling                             False
socialScore                          12.04
nuclear                              False
furLeather                           False
alcoholic                            False
gmo                                  False
catholic                             False
socialPercentile                      None
peerCount                               66
governanceScore                       6.88
environmentPercentile                 None
animalTesting                        False
tobacco                              False
totalEsg                             43.53
highestControversy                       2
esgPerformance                   LEAD_PERF
coal                                 False
pesticides                           False
adult                                False
percentile                           92.95
peerGroup              Oil & Gas Producers
smallArms                            False
environmentScore                     24.61
governancePercentile                  None
militaryContract                     False]
symbol: MGPI
sector: error
sector: error
Index: SP600
vol_30d_2yr: 2319158.7890625
Sector 1YMF: 1.1299972534179688
1YMF: 1.1299972534179688
risk trend factor: 0.07424422882968507
Empty DataFrame
Columns: []
Index: [MGPI]

	Adj Close	21dBOLD	21dMA-TP	21dBOLU	90dSMA	90dSDev	90d_lower	90d_upper
2022-06-17	93.139999	89.504506	94.30381	99.103114	92.664127	3.996399	84.671329	100.656925

	volume_factor	latest_p	vol_30d_2yr	pct_2yr	adf	hurst
MGPI	1.204144	93.139999	2319158.789062	0.847493	0.649088	0.471114

l axis

	legend
blue	symbol
green	trailing_1yr_max
red	trailing_1yr_min
orange	30d_vol_2yr
black	risk_trend_factor/linear
yellow	supply_trend_1yr

     

r axis

	legend
magenta	sector
cyan	index

     

Index 1YMF: -77.27001953125
Index Volume Factor: 1.232760496116622
Index Risk Trend Factor: -5.242200185196592

ets next 13 weeks
inner cv scores:
best model: ['mul', 'add', False]
best inner cv score, sdev (11 folds): 110.11938999584795 125.90071948750057
test cv mean error, stdev (10 folds): 112.09218399494068 131.88358140609708
sell date: 2022-09-18
expected return: 0.15413107432202397
discounted return: 0.0015593421663535612
quarter return: 1.154131074322016

	exp_return	sell_date	stop_loss_price	days_delta	disc_rtn	qtr_rtn	outer_cv_avg_rmse_n11	outer_cv_std_n11	mean_revert_flag	pi_lower	pi_upper	price	Sector	Index	error_price_ratio	std_price_ratio
SYMBOL
VPU	0.076822	2022-06-19	147.621984	1	0.076822	906.245463	172.246362	373.069681	False	143.355682	161.712862	141.440002	error	nan	1.217805	2.637653
VDC	0.028968	2022-06-19	178.612370	1	0.028968	13.834763	95.349890	81.134142	False	175.035670	189.634819	177.059998	error	nan	0.538517	0.458230
MCK	0.028402	2022-06-19	297.727645	1	0.028402	13.151865	542.149507	591.201488	False	286.348499	333.673860	300.570007	Healthcare	SP500	1.803738	1.966934
PPC	0.023072	2022-06-19	28.721973	1	0.023072	8.154174	27.983156	36.091886	False	27.427006	32.851442	29.340000	Consumer Defensive	SP400	0.953754	1.230126
VNQ	0.022059	2022-06-19	87.088217	1	0.022059	7.444024	93.691222	167.986714	False	84.301068	95.663107	87.699997	error	nan	1.068315	1.915470
SM	2.875935	2022-09-18	40.674124	92	0.014835	3.875935	46.450577	59.425732	False	21.469464	1198.844285	39.709999	Energy	SP600	1.169745	1.496493
APA	0.483862	2022-07-17	43.371911	29	0.013702	3.497287	51.132082	41.973447	False	32.681251	106.107097	39.220001	Energy	SP500	1.303725	1.070205
CEIX	1.525320	2022-09-18	42.518240	92	0.010120	2.525320	36.976336	64.101820	False	41.405213	328.056366	46.150002	Energy	SP600	0.801221	1.388988
PBF	0.572279	2022-08-07	36.494220	50	0.009092	2.299399	29.947934	20.238756	False	23.660225	117.987869	32.980000	Energy	SP600	0.908064	0.613668
PLAB	0.069926	2022-06-26	19.192818	8	0.008485	2.175552	3.307493	2.888139	False	17.133137	24.362935	19.150000	Technology	SP600	0.172715	0.150817
DVN	0.706847	2022-08-28	65.985133	71	0.007559	1.999272	73.275838	88.550052	False	39.716227	252.401704	58.020000	Energy	SP500	1.262941	1.526199
ROCC	0.601348	2022-09-11	43.417744	85	0.005555	1.664661	80.280000	65.125551	False	20.887187	173.182374	37.820000	Energy	SP600	2.122686	1.721987
MRO	0.449198	2022-08-28	26.459901	71	0.005239	1.617279	12.772815	12.852391	False	19.517028	64.564212	24.150000	Energy	SP500	0.528895	0.532190
OXY	0.470140	2022-09-18	57.732462	92	0.004197	1.470140	56.284366	43.639568	False	28.538751	229.738201	55.680000	Energy	SP500	1.010854	0.783757
VLO	0.411770	2022-09-11	127.792432	85	0.004065	1.452437	310.914548	235.949804	False	82.118936	306.850082	112.440002	Energy	SP500	2.765160	2.098451
COP	0.399639	2022-09-11	111.423961	85	0.003963	1.438934	144.329903	148.949477	False	71.034738	246.498695	93.739998	Energy	SP500	1.539683	1.588964
LNTH	0.410907	2022-09-18	58.360497	92	0.003749	1.410907	42.661090	67.928470	False	46.166623	155.093125	60.720001	Healthcare	SP600	0.702587	1.118717
MPC	0.364037	2022-09-11	98.309360	85	0.003659	1.399360	136.354099	146.003603	False	75.170242	200.092470	87.290001	Energy	SP500	1.562082	1.672627
VDE	0.280411	2022-09-11	114.715901	85	0.002912	1.306742	177.935829	188.779093	False	90.308979	184.854795	102.349998	error	nan	1.738503	1.844446
DINO	0.280834	2022-09-18	51.912132	92	0.002694	1.280834	74.399935	61.366321	False	32.725490	101.513742	45.000000	Energy	SP400	1.653332	1.363696
VIS	0.093782	2022-07-24	162.507673	36	0.002493	1.257447	223.723963	187.537210	False	148.203840	205.532959	159.809998	error	nan	1.399937	1.173501
XOM	0.196576	2022-09-11	92.896998	85	0.002114	1.214392	100.127422	81.366621	False	75.561436	141.927302	86.120003	Energy	SP500	1.162650	0.944805
TVTY	0.085128	2022-08-07	29.270264	50	0.001635	1.162210	22.590347	17.912448	False	16.786355	76.858534	32.130001	error	SP600	0.703092	0.557499
FCN	0.129379	2022-09-04	157.498133	78	0.001561	1.154313	216.744393	102.596196	False	136.357904	254.170707	164.020004	error	SP400	1.321451	0.625510
MGPI	0.154131	2022-09-18	87.337527	92	0.001559	1.154131	112.092184	131.883581	False	69.243583	165.798603	93.139999	error	SP600	1.203481	1.415971
SPY	0.113654	2022-08-28	375.277820	71	0.001517	1.149682	1006.640359	1238.380454	False	348.324936	489.391926	365.859985	error	nan	2.751436	3.384848
LLY	0.110586	2022-08-28	290.940293	71	0.001478	1.145580	480.525848	566.204821	False	244.939958	423.257415	290.899994	Healthcare	SP500	1.651859	1.946390
VGT	0.131880	2022-09-18	322.361110	92	0.001347	1.131880	1054.935325	805.991065	False	285.666893	458.695618	319.809998	error	nan	3.298631	2.520218
SLY	0.094646	2022-08-28	79.756195	71	0.001274	1.124320	112.115183	145.362159	False	65.611626	111.367298	78.089996	error	nan	1.435718	1.861470
MDYG	0.090018	2022-08-28	61.186609	71	0.001215	1.118164	68.776968	127.441257	False	52.485092	82.359961	59.930000	error	nan	1.147622	2.126502
MTOR	0.107237	2022-09-18	34.318822	92	0.001108	1.107237	16.151105	12.834043	False	25.925141	61.252211	35.939999	error	SP600	0.449391	0.357096
VCR	0.055828	2022-08-07	226.072396	50	0.001087	1.105126	1148.847290	1594.275234	False	190.638431	296.657143	225.869995	error	nan	5.086321	7.058375
AZPN	0.101348	2022-09-18	184.873458	92	0.001050	1.101348	500.504516	547.882965	False	144.367616	310.672742	189.199997	Technology	SP400	2.645373	2.895787
SPTM	0.068789	2022-08-28	46.016489	71	0.000937	1.090027	15.009608	17.634103	False	40.177290	58.370196	45.310001	error	nan	0.331265	0.389188
VOX	0.066489	2022-08-28	93.359336	71	0.000907	1.086989	91.801684	74.932948	False	82.771602	120.060374	92.860001	error	nan	0.988603	0.806945
VHT	0.062913	2022-08-28	222.873925	71	0.000860	1.082269	227.724911	281.298832	False	195.108560	280.325001	220.210007	error	nan	1.034126	1.277412
VIVO	0.073433	2022-09-18	25.071747	92	0.000771	1.073433	17.700935	14.869461	False	16.225378	61.949832	28.500000	error	SP600	0.621085	0.521735
WRB	0.062963	2022-09-11	65.324454	85	0.000719	1.068322	39.758058	71.366471	False	56.114537	89.902966	66.820000	Financial Services	SP500	0.595002	1.068041
VAW	0.065244	2022-09-18	168.474624	92	0.000687	1.065244	219.712970	235.714547	False	139.243546	215.989283	162.800003	error	nan	1.349588	1.447878
HRB	0.038554	2022-09-18	32.689098	92	0.000411	1.038554	7.190817	7.308492	False	24.147763	49.314157	33.000000	Consumer Cyclical	SP400	0.217904	0.221469
ACC	0.017709	2022-07-31	60.832743	43	0.000408	1.038272	15.172165	10.242652	False	50.056122	82.957984	64.230003	Real Estate	SP400	0.236216	0.159468
MANT	0.036298	2022-09-18	91.551853	92	0.000388	1.036298	57.005994	35.303294	False	73.093066	132.013505	94.790001	Technology	SP600	0.601392	0.372437
SAFM	0.034774	2022-09-18	195.634227	92	0.000372	1.034774	366.196590	418.164687	False	149.018655	311.795991	208.309998	Consumer Defensive	SP400	1.757941	2.007415
Y	0.018482	2022-08-07	785.765803	50	0.000366	1.034271	7140.470182	9445.980312	False	688.743189	1029.966742	830.500000	Financial Services	SP400	8.597797	11.373847
GCP	0.031038	2022-09-11	29.010637	85	0.000360	1.033636	7.229954	9.041944	False	22.436695	45.326287	30.930000	error	SP600	0.233752	0.292336
VFH	0.032192	2022-09-18	75.780022	92	0.000344	1.032192	57.394668	50.743020	False	60.744542	102.373432	75.849998	error	nan	0.756686	0.668992
PSB	0.017148	2022-08-07	176.645158	50	0.000340	1.031780	371.312002	518.998660	False	157.738957	226.715790	185.919998	error	SP400	1.997160	2.791516
ROG	0.029325	2022-09-11	240.233124	85	0.000340	1.031778	1005.131513	1408.588072	False	168.063439	422.181654	259.380005	error	SP600	3.875131	5.430596
UTHR	0.021753	2022-08-28	206.374446	71	0.000303	1.028278	606.404595	447.673448	False	165.846463	302.691765	219.380005	Healthcare	SP400	2.764174	2.040630
GO	0.006394	2022-07-24	33.685674	36	0.000177	1.016421	15.809879	6.829165	False	30.412751	53.322144	40.150002	Consumer Defensive	SP400	0.393770	0.170091
TWI	0.005320	2022-07-24	14.475888	36	0.000147	1.013653	3.572171	5.147324	False	11.288992	27.480339	17.520000	Industrials	SP600	0.203891	0.293797
SJI	-0.013758	2022-09-18	32.332295	92	-0.000151	0.986242	12.011302	8.936994	False	24.579493	46.285628	34.200001	error	SP600	0.351208	0.261316
BANF	-0.038312	2022-09-18	86.925556	92	-0.000425	0.961688	68.882928	42.057564	False	63.653029	130.742264	94.860001	error	SP600	0.726154	0.443365